+483.8%
STX vs IAG
+495.5%
-11.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | +0.1% |
| 7D | -17.3% | +16.8% | -34.1% | -19.3% |
| 30D | -35.9% | -1.5% | -34.4% | -35.9% |
| 3M | -37.3% | +0.5% | -37.8% | -37.7% |
| 6M | -35.8% | -1.0% | -34.8% | -36.5% |
| YTD | +82.7% | +12.3% | +70.4% | +76.7% |
| 1Y | +71.6% | +39.2% | +32.4% | +61.7% |
| 3Y | +635.3% | +712.3% | -77.0% | +459.1% |
| 5Y | +483.8% | +484.2% | -0.5% | +325.1% |
| All | +483.8% | +495.5% | -11.7% | +325.1% |
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 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