+50.9%
STLA vs IFF
-20.3%
+71.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | -2.9% | -3.2% | +0.3% | -1.3% |
| 30D | +0.9% | -0.3% | +1.2% | +1.1% |
| 3M | -21.6% | +8.4% | -30.1% | -25.2% |
| 6M | -21.6% | +23.0% | -44.7% | -30.1% |
| YTD | -50.4% | +25.5% | -75.9% | -56.5% |
| 1Y | -43.6% | +29.1% | -72.6% | -51.3% |
| 3Y | -66.4% | +31.7% | -98.1% | -71.7% |
| 5Y | -62.3% | -35.2% | -27.1% | -56.5% |
| All | +50.9% | -20.3% | +71.2% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling