-97.1%
IRE vs STLA
-64.5%
-32.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.0% | -13.3% | -14.1% |
| 7D | -31.8% | -13.8% | -18.1% | -28.7% |
| 30D | -71.8% | -10.5% | -61.2% | -70.9% |
| 3M | -88.9% | -28.9% | -60.0% | -87.8% |
| 6M | -95.4% | -49.7% | -45.6% | -94.1% |
| YTD | -94.2% | -64.9% | -29.3% | -93.1% |
| 1Y | -97.1% | -64.0% | -33.1% | -96.6% |
| All | -97.1% | -64.5% | -32.6% | -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 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