-52.6%
STLA vs IFF
+44.8%
-97.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +5.7% |
| 7D | -0.6% | -3.3% | +2.7% | +0.5% |
| 30D | +3.6% | +5.3% | -1.7% | +0.6% |
| 3M | -20.6% | +8.9% | -29.5% | -24.3% |
| 6M | -34.3% | +26.3% | -60.7% | -42.0% |
| YTD | -57.3% | +32.2% | -89.5% | -63.5% |
| 1Y | -52.6% | +45.8% | -98.4% | -62.2% |
| All | -52.6% | +44.8% | -97.5% | -62.2% |
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