+1,144.9%
STX vs IAG
+766.8%
+378.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.7% |
| 7D | +10.7% | +4.3% | +6.5% | +10.0% |
| 30D | +11.3% | +9.8% | +1.5% | +9.5% |
| 3M | +3.2% | +28.9% | -25.7% | -1.0% |
| 6M | +157.0% | -7.6% | +164.6% | +156.1% |
| YTD | +229.2% | +22.0% | +207.3% | +215.9% |
| 1Y | +381.8% | +99.5% | +282.3% | +337.4% |
| 3Y | +1,383.2% | +818.3% | +564.9% | +1,023.9% |
| 5Y | +1,144.9% | +785.9% | +359.0% | +816.7% |
| All | +1,144.9% | +766.8% | +378.1% | +816.7% |
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 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