+1,092.8%
STX vs IFF
-36.2%
+1,129.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +8.0% | -2.8% | +10.8% | +8.8% |
| 30D | +5.1% | -1.1% | +6.2% | +5.3% |
| 3M | +5.8% | +13.8% | -8.1% | +0.6% |
| 6M | +124.9% | +16.7% | +108.3% | +110.1% |
| YTD | +213.9% | +26.1% | +187.8% | +184.4% |
| 1Y | +350.4% | +33.5% | +316.9% | +297.5% |
| 3Y | +1,314.2% | +31.6% | +1,282.6% | +1,128.8% |
| 5Y | +1,092.8% | -34.9% | +1,127.7% | +1,219.9% |
| All | +1,092.8% | -36.2% | +1,129.0% | +1,219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling