+157.5%
STT vs IAG
+766.8%
-609.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +19.2% | +28.9% | -9.7% | +16.5% |
| 6M | +60.4% | -7.6% | +68.0% | +60.1% |
| YTD | +51.5% | +22.0% | +29.5% | +47.6% |
| 1Y | +76.3% | +99.5% | -23.2% | +65.3% |
| 3Y | +200.7% | +818.3% | -617.5% | +143.3% |
| 5Y | +157.5% | +785.9% | -628.4% | +93.4% |
| All | +157.5% | +766.8% | -609.3% | +93.4% |
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 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