+23.1%
STM vs IAG
+782.8%
-759.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +5.8% | -0.5% | +6.3% | +5.8% |
| 30D | -1.0% | +28.9% | -29.9% | -5.2% |
| 3M | -33.3% | +19.1% | -52.4% | -35.3% |
| 6M | +57.4% | -10.3% | +67.6% | +57.5% |
| YTD | +102.2% | +24.2% | +78.0% | +94.0% |
| 1Y | +99.6% | +116.5% | -16.9% | +78.6% |
| 3Y | +14.5% | +742.8% | -728.3% | -16.8% |
| All | +23.1% | +782.8% | -759.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling