-97.3%
IRE vs STLA
-61.0%
-36.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -3.5% | +15.6% | +13.1% |
| 7D | -15.1% | -11.6% | -3.5% | -11.7% |
| 30D | -71.4% | -6.2% | -65.2% | -70.9% |
| 3M | -81.2% | -24.6% | -56.6% | -79.8% |
| 6M | -93.7% | -44.9% | -48.8% | -92.2% |
| YTD | -92.2% | -62.3% | -30.0% | -90.8% |
| 1Y | -97.3% | -61.8% | -35.5% | -96.9% |
| All | -97.3% | -61.0% | -36.2% | -96.9% |
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