+1,972.8%
STX vs IP
+20.8%
+1,952.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.6% |
| 7D | +14.6% | -0.3% | +14.9% | +14.7% |
| 30D | -26.0% | +7.9% | -33.9% | -28.0% |
| 3M | -42.6% | -15.3% | -27.3% | -39.4% |
| 6M | -35.3% | +10.5% | -45.8% | -39.2% |
| YTD | +92.5% | -9.4% | +101.8% | +91.2% |
| 1Y | +102.4% | -4.6% | +107.0% | +96.4% |
| 3Y | +673.8% | +21.2% | +652.6% | +519.9% |
| 5Y | +463.1% | -13.3% | +476.4% | +425.8% |
| All | +1,972.8% | +20.8% | +1,952.0% | +1,579.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling