+592.2%
STT vs IAG
+377.5%
+214.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +3.9% | +28.9% | -25.0% | +1.8% |
| 3M | +20.0% | +19.1% | +0.8% | +18.0% |
| 6M | +55.3% | -10.3% | +65.6% | +55.5% |
| YTD | +53.3% | +24.2% | +29.1% | +49.3% |
| 1Y | +74.7% | +116.5% | -41.8% | +62.8% |
| 3Y | +205.8% | +742.8% | -537.0% | +151.9% |
| 5Y | +145.0% | +753.3% | -608.3% | +95.7% |
| 10Y | +266.0% | +403.2% | -137.2% | +184.6% |
| All | +592.2% | +377.5% | +214.7% | +331.1% |
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