-63.1%
STLA vs IFF
-36.2%
-26.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -3.8% | -2.8% | -1.0% | -2.5% |
| 30D | -3.1% | -1.1% | -2.0% | -2.6% |
| 3M | -19.6% | +13.8% | -33.5% | -25.2% |
| 6M | -23.5% | +16.7% | -40.1% | -30.1% |
| YTD | -51.5% | +26.1% | -77.6% | -57.6% |
| 1Y | -39.7% | +33.5% | -73.2% | -48.8% |
| 3Y | -66.3% | +31.6% | -97.9% | -71.7% |
| 5Y | -63.1% | -34.9% | -28.3% | -57.6% |
| All | -63.1% | -36.2% | -26.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling