+5.3%
STLA vs IBN
+364.2%
-358.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -4.2% |
| 7D | -4.9% | +15.8% | -20.7% | -11.7% |
| 30D | -4.9% | +25.1% | -30.0% | -15.0% |
| 3M | -23.7% | +16.0% | -39.6% | -29.2% |
| 6M | -45.0% | +32.8% | -77.7% | -52.4% |
| YTD | -60.9% | +18.0% | -78.9% | -64.2% |
| 1Y | -58.9% | +15.9% | -74.8% | -62.1% |
| 3Y | -74.4% | +57.6% | -132.1% | -80.1% |
| 5Y | -71.5% | +74.7% | -146.2% | -78.9% |
| 10Y | +5.3% | +373.9% | -368.7% | -47.4% |
| All | +5.3% | +364.2% | -358.9% | -47.4% |
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