-97.4%
IRE vs STLA
-57.6%
-39.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -15.5% | -6.4% | -9.2% | -14.0% |
| 30D | -70.4% | -1.3% | -69.1% | -70.3% |
| 3M | -81.6% | -19.9% | -61.7% | -80.7% |
| 6M | -94.7% | -42.9% | -51.8% | -93.6% |
| YTD | -91.8% | -59.4% | -32.3% | -90.8% |
| All | -97.4% | -57.6% | -39.8% | -97.2% |
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