+97.4%
STM vs IAG
+100.7%
-3.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +5.2% | +4.3% | +1.0% | +3.8% |
| 30D | -7.4% | +9.8% | -17.1% | -10.4% |
| 3M | -30.6% | +28.9% | -59.5% | -36.6% |
| 6M | +66.4% | -7.6% | +74.0% | +62.2% |
| YTD | +101.1% | +22.0% | +79.2% | +88.5% |
| 1Y | +97.4% | +99.5% | -2.1% | +76.1% |
| All | +97.4% | +100.7% | -3.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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