+48.7%
STLA vs IBN
+312.2%
-263.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.0% |
| 7D | +0.4% | -5.1% | +5.5% | +3.0% |
| 30D | -5.2% | -3.5% | -1.7% | -3.6% |
| 3M | -24.9% | +11.3% | -36.2% | -28.9% |
| 6M | -25.2% | +4.4% | -29.6% | -26.9% |
| YTD | -51.4% | -1.8% | -49.6% | -51.3% |
| 1Y | -40.7% | -8.0% | -32.7% | -38.8% |
| 3Y | -66.3% | +27.1% | -93.3% | -70.7% |
| 5Y | -63.2% | +54.5% | -117.7% | -70.9% |
| 10Y | +48.7% | +314.2% | -265.5% | -20.7% |
| All | +48.7% | +312.2% | -263.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling