-97.9%
IRE vs STLA
-59.0%
-38.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -4.5% | -29.4% | -32.4% |
| 7D | -57.1% | -5.5% | -51.6% | -56.3% |
| 30D | -84.4% | -3.7% | -80.7% | -84.2% |
| 3M | -85.0% | -21.1% | -63.8% | -83.7% |
| 6M | -95.2% | -38.3% | -56.9% | -94.0% |
| YTD | -93.9% | -59.2% | -34.7% | -91.8% |
| 1Y | -98.8% | -56.7% | -42.1% | -98.6% |
| All | -97.9% | -59.0% | -38.9% | -97.1% |
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