+366.2%
STX vs IAG
+102.4%
+263.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.6% |
| 7D | +9.6% | +1.7% | +7.9% | +8.9% |
| 30D | +10.6% | +11.4% | -0.8% | +6.4% |
| 3M | +4.8% | +33.0% | -28.2% | -5.4% |
| 6M | +137.3% | -6.0% | +143.2% | +134.5% |
| YTD | +222.5% | +24.6% | +197.9% | +185.6% |
| 1Y | +366.2% | +105.0% | +261.2% | +224.7% |
| All | +366.2% | +102.4% | +263.9% | +224.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling