+178.7%
STLA vs IBN
+531.8%
-353.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -4.1% |
| 7D | -4.9% | +15.8% | -20.7% | -10.6% |
| 30D | -4.9% | +25.1% | -30.0% | -13.5% |
| 3M | -23.7% | +16.0% | -39.6% | -28.3% |
| 6M | -45.0% | +32.8% | -77.7% | -51.2% |
| YTD | -60.9% | +18.0% | -78.9% | -63.7% |
| 1Y | -58.9% | +15.9% | -74.8% | -61.6% |
| 3Y | -74.4% | +57.6% | -132.1% | -79.2% |
| 5Y | -71.5% | +74.7% | -146.2% | -77.7% |
| 10Y | +5.3% | +373.9% | -368.7% | -45.1% |
| All | +178.7% | +531.8% | -353.1% | +32.6% |
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 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