+102.4%
STX vs IP
-5.8%
+108.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | +14.6% | -0.3% | +14.9% | +14.6% |
| 30D | -26.0% | +7.9% | -33.9% | -26.0% |
| 3M | -42.6% | -15.3% | -27.3% | -42.5% |
| 6M | -35.3% | +10.5% | -45.8% | -37.3% |
| YTD | +92.5% | -9.4% | +101.8% | +94.2% |
| 1Y | +102.4% | -4.6% | +107.0% | +101.1% |
| All | +102.4% | -5.8% | +108.2% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling