+105.8%
STT vs IAG
+495.5%
-389.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +1.0% |
| 7D | +1.1% | +16.8% | -15.7% | -0.2% |
| 30D | -1.9% | -1.5% | -0.4% | -1.9% |
| 3M | -7.6% | +0.5% | -8.1% | -7.9% |
| 6M | +16.0% | -1.0% | +16.9% | +15.3% |
| YTD | +36.2% | +12.3% | +23.9% | +33.3% |
| 1Y | +46.8% | +39.2% | +7.5% | +41.2% |
| 3Y | +177.8% | +712.3% | -534.5% | +126.3% |
| 5Y | +105.8% | +484.2% | -378.4% | +56.7% |
| All | +105.8% | +495.5% | -389.7% | +56.7% |
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