+189.2%
STLA vs IBN
+524.0%
-334.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -6.4% | +14.6% | -21.0% | -11.6% |
| 30D | -1.3% | +23.5% | -24.9% | -9.7% |
| 3M | -19.9% | +14.0% | -33.9% | -24.3% |
| 6M | -42.9% | +31.1% | -74.0% | -49.1% |
| YTD | -59.4% | +16.6% | -76.0% | -62.1% |
| 1Y | -56.8% | +14.9% | -71.7% | -59.5% |
| 3Y | -73.1% | +56.9% | -129.9% | -78.0% |
| 5Y | -70.1% | +69.7% | -139.8% | -76.3% |
| 10Y | +19.8% | +365.4% | -345.6% | -37.0% |
| All | +189.2% | +524.0% | -334.8% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling