+205.0%
IWD vs STLA
+21.0%
+184.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.3% | -6.4% | +7.6% | +2.8% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | +2.3% | -19.9% | +22.3% | +7.0% |
| 6M | +13.0% | -42.9% | +55.9% | +27.7% |
| YTD | +26.2% | -59.4% | +85.6% | +52.5% |
| 1Y | +30.5% | -56.8% | +87.3% | +54.6% |
| 3Y | +86.2% | -73.1% | +159.3% | +139.6% |
| 5Y | +72.9% | -70.1% | +143.0% | +108.9% |
| 10Y | +205.0% | +19.8% | +185.2% | +171.4% |
| All | +205.0% | +21.0% | +184.0% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling