+123.8%
STX vs IFF
+44.8%
+79.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.9% | -3.2% | -8.7% |
| 7D | -20.2% | -3.3% | -16.9% | -20.5% |
| 30D | -37.2% | +5.3% | -42.5% | -36.9% |
| 3M | -34.1% | +8.9% | -42.9% | -33.6% |
| 6M | -24.5% | +26.3% | -50.8% | -24.9% |
| YTD | +102.9% | +32.2% | +70.8% | +101.0% |
| 1Y | +123.8% | +45.8% | +78.0% | +115.6% |
| All | +123.8% | +44.8% | +79.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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