+514.7%
STT vs IAG
+331.8%
+182.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.9% |
| 7D | +1.1% | +16.8% | -15.7% | -0.1% |
| 30D | -1.9% | -1.5% | -0.4% | -1.9% |
| 3M | -7.6% | +0.5% | -8.1% | -7.8% |
| 6M | +16.0% | -1.0% | +16.9% | +15.4% |
| YTD | +36.2% | +12.3% | +23.9% | +33.4% |
| 1Y | +46.8% | +39.2% | +7.5% | +41.4% |
| 3Y | +177.8% | +712.3% | -534.5% | +129.4% |
| 5Y | +105.8% | +484.2% | -378.4% | +69.0% |
| 10Y | +197.6% | +382.3% | -184.7% | +132.8% |
| All | +514.7% | +331.8% | +182.9% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling