-60.9%
STLA vs IBN
+60.8%
-121.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +2.6% | +1.4% | +1.2% | +1.7% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | -24.8% | +17.1% | -41.9% | -32.1% |
| 6M | -25.6% | +3.4% | -29.0% | -27.4% |
| YTD | -48.9% | +2.5% | -51.5% | -50.2% |
| 1Y | -38.8% | -4.2% | -34.6% | -37.9% |
| 3Y | -64.5% | +32.4% | -96.9% | -72.1% |
| All | -60.9% | +60.8% | -121.7% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling