-97.1%
IRE vs STLA
-59.1%
-38.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.2% | +39.8% | +39.7% |
| 7D | -27.2% | -4.5% | -22.6% | -26.1% |
| 30D | -75.1% | -3.9% | -71.2% | -74.8% |
| 3M | -77.9% | -20.2% | -57.7% | -76.2% |
| 6M | -94.6% | -42.2% | -52.4% | -93.0% |
| YTD | -91.5% | -59.3% | -32.2% | -88.6% |
| 1Y | -97.8% | -56.1% | -41.8% | -97.4% |
| All | -97.1% | -59.1% | -38.0% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling