+263.8%
STLA vs IBN
+448.8%
-185.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | -24.8% | +17.1% | -41.9% | -29.7% |
| 6M | -25.6% | +3.4% | -29.0% | -26.7% |
| YTD | -48.9% | +2.5% | -51.5% | -49.7% |
| 1Y | -38.8% | -4.2% | -34.6% | -38.1% |
| 3Y | -64.5% | +32.4% | -96.9% | -68.9% |
| 5Y | -62.4% | +59.2% | -121.6% | -69.3% |
| 10Y | +55.4% | +345.7% | -290.3% | -16.3% |
| All | +263.8% | +448.8% | -185.0% | +83.7% |
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 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