+252.7%
STLA vs IFF
+177.1%
+75.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | -0.3% | -2.0% | -2.2% |
| 3M | -23.9% | +18.6% | -42.4% | -30.3% |
| 6M | -24.6% | +17.4% | -42.0% | -31.0% |
| YTD | -50.5% | +28.5% | -79.0% | -56.8% |
| 1Y | -39.8% | +32.5% | -72.4% | -48.3% |
| 3Y | -65.6% | +34.1% | -99.7% | -71.0% |
| 5Y | -62.1% | -35.2% | -26.9% | -56.6% |
| 10Y | +47.8% | -21.1% | +68.9% | +46.9% |
| All | +252.7% | +177.1% | +75.6% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling