+52.0%
STT vs IAG
+56.5%
-4.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.2% | -8.0% | +1.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -1.7% | -5.3% | +3.6% | -1.3% |
| 3M | -6.4% | +18.0% | -24.4% | -8.2% |
| 6M | +17.7% | +7.1% | +10.6% | +16.0% |
| YTD | +36.9% | +5.9% | +30.9% | +33.8% |
| 1Y | +52.0% | +59.4% | -7.4% | +37.4% |
| All | +52.0% | +56.5% | -4.5% | +37.4% |
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