-65.6%
STLA vs IBN
+29.3%
-94.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.0% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | -2.4% | -2.3% | -0.1% | -1.4% |
| 3M | -23.9% | +15.9% | -39.7% | -28.8% |
| 6M | -24.6% | +5.6% | -30.2% | -26.7% |
| YTD | -50.5% | -0.1% | -50.4% | -51.0% |
| 1Y | -39.8% | -6.5% | -33.3% | -39.0% |
| 3Y | -65.6% | +29.3% | -94.9% | -68.6% |
| All | -65.6% | +29.3% | -94.9% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling