+3,621.5%
STX vs IAG
+401.0%
+3,220.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.3% |
| 7D | +9.6% | +1.7% | +7.9% | +9.3% |
| 30D | +10.6% | +11.4% | -0.8% | +9.2% |
| 3M | +4.8% | +33.0% | -28.2% | +1.4% |
| 6M | +137.3% | -6.0% | +143.2% | +136.5% |
| YTD | +222.5% | +24.6% | +197.9% | +212.8% |
| 1Y | +366.2% | +105.0% | +261.2% | +334.3% |
| 3Y | +1,352.9% | +837.9% | +515.0% | +1,091.8% |
| 5Y | +1,077.4% | +817.0% | +260.5% | +837.7% |
| 10Y | +3,621.5% | +425.3% | +3,196.2% | +2,890.4% |
| All | +3,621.5% | +401.0% | +3,220.5% | +2,890.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling