+28.9%
IWD vs STLA
-40.1%
+69.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -0.8% | -2.4% | +1.6% | -0.7% |
| 3M | +8.0% | -23.9% | +31.9% | +10.3% |
| 6M | +18.2% | -24.6% | +42.8% | +20.4% |
| YTD | +22.3% | -50.5% | +72.8% | +28.2% |
| 1Y | +28.9% | -39.8% | +68.7% | +31.7% |
| All | +28.9% | -40.1% | +69.0% | +31.7% |
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