+455.7%
STX vs IP
-12.5%
+468.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.0% | -12.3% | -15.3% |
| 7D | -33.4% | -5.0% | -28.4% | -32.5% |
| 30D | -42.1% | +6.5% | -48.6% | -43.0% |
| 3M | -44.3% | -18.0% | -26.2% | -41.7% |
| 6M | -39.4% | +10.3% | -49.7% | -42.3% |
| YTD | +70.0% | -9.9% | +79.8% | +69.4% |
| 1Y | +70.2% | -1.1% | +71.2% | +64.0% |
| 3Y | +585.2% | +13.0% | +572.1% | +460.3% |
| 5Y | +455.7% | -12.3% | +467.9% | +418.2% |
| All | +455.7% | -12.5% | +468.1% | +418.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling