+1,283.9%
STX vs IFF
+29.0%
+1,254.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | -5.5% | -0.3% | -5.2% | -5.5% |
| 3M | -4.3% | +8.4% | -12.7% | -6.5% |
| 6M | +115.6% | +23.0% | +92.6% | +101.9% |
| YTD | +202.2% | +25.5% | +176.7% | +180.0% |
| 1Y | +325.3% | +29.1% | +296.2% | +288.7% |
| 3Y | +1,283.9% | +31.7% | +1,252.3% | +1,161.5% |
| All | +1,283.9% | +29.0% | +1,254.9% | +1,161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling