-83.7%
IRE vs STLA
-48.7%
-35.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +13.5% |
| 7D | +54.8% | +2.6% | +52.2% | +53.4% |
| 30D | +18.4% | -1.2% | +19.6% | +18.5% |
| 3M | -66.7% | -24.8% | -42.0% | -61.6% |
| 6M | -52.3% | -25.6% | -26.7% | -44.2% |
| YTD | -52.3% | -48.9% | -3.4% | -40.3% |
| All | -83.7% | -48.7% | -35.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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