+16,011.1%
STX vs IP
+164.3%
+15,846.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.4% |
| 7D | +2.4% | -5.3% | +7.6% | +4.8% |
| 30D | +1.4% | -10.9% | +12.2% | +6.3% |
| 3M | -8.2% | +11.2% | -19.4% | -14.6% |
| 6M | +127.0% | -10.2% | +137.3% | +129.6% |
| YTD | +209.1% | -2.0% | +211.1% | +197.0% |
| 1Y | +365.4% | -19.1% | +384.5% | +380.5% |
| 3Y | +1,135.4% | +20.9% | +1,114.5% | +894.4% |
| 5Y | +991.5% | -17.8% | +1,009.3% | +950.0% |
| 10Y | +3,695.8% | +23.5% | +3,672.3% | +2,682.9% |
| All | +16,011.1% | +164.3% | +15,846.8% | +6,720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling