-97.6%
IRE vs STLA
-60.7%
-36.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.6% | -12.2% | -14.5% |
| 7D | -41.9% | -4.9% | -37.0% | -40.4% |
| 30D | -75.1% | -4.9% | -70.2% | -74.6% |
| 3M | -82.4% | -23.7% | -58.7% | -80.7% |
| 6M | -95.5% | -45.0% | -50.6% | -94.2% |
| YTD | -93.1% | -60.9% | -32.2% | -90.5% |
| 1Y | -97.8% | -58.9% | -38.9% | -97.2% |
| All | -97.6% | -60.7% | -36.9% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling