+200.7%
STT vs IAG
+797.8%
-597.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +2.2% | +4.3% | -2.1% | +1.9% |
| 30D | +3.9% | +9.8% | -5.9% | +3.2% |
| 3M | +19.2% | +28.9% | -9.7% | +16.8% |
| 6M | +60.4% | -7.6% | +68.0% | +59.9% |
| YTD | +51.5% | +22.0% | +29.5% | +48.3% |
| 1Y | +76.3% | +99.5% | -23.2% | +67.7% |
| 3Y | +200.7% | +818.3% | -617.5% | +152.9% |
| All | +200.7% | +797.8% | -597.0% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling