-38.8%
STLA vs IFF
+34.4%
-73.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.6% | -1.8% | +4.4% | +3.4% |
| 30D | -1.2% | -2.0% | +0.7% | -0.5% |
| 3M | -24.8% | +18.5% | -43.3% | -31.3% |
| 6M | -25.6% | +11.7% | -37.2% | -30.3% |
| YTD | -48.9% | +29.6% | -78.5% | -56.5% |
| 1Y | -38.8% | +35.0% | -73.7% | -49.2% |
| All | -38.8% | +34.4% | -73.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling