+17,056.4%
STX vs IFF
+334.8%
+16,721.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.9% |
| 7D | +10.7% | -0.2% | +10.9% | +10.8% |
| 30D | +11.3% | -0.3% | +11.6% | +11.1% |
| 3M | +3.2% | +18.6% | -15.3% | -7.6% |
| 6M | +157.0% | +17.4% | +139.6% | +127.1% |
| YTD | +229.2% | +28.5% | +200.7% | +175.8% |
| 1Y | +381.8% | +32.5% | +349.3% | +293.2% |
| 3Y | +1,383.2% | +34.1% | +1,349.1% | +1,061.1% |
| 5Y | +1,144.9% | -35.2% | +1,180.0% | +1,293.0% |
| 10Y | +3,676.0% | -21.1% | +3,697.1% | +3,254.4% |
| All | +17,056.4% | +334.8% | +16,721.6% | +4,462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling