+73.2%
IWD vs STLA
-74.6%
+147.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | +2.3% | -13.8% | +16.0% | +5.1% |
| 30D | +3.6% | -10.5% | +14.1% | +5.4% |
| 3M | +2.2% | -28.9% | +31.0% | +8.2% |
| 6M | +13.0% | -49.7% | +62.7% | +27.6% |
| YTD | +26.5% | -64.9% | +91.4% | +51.9% |
| 1Y | +30.1% | -64.0% | +94.2% | +54.9% |
| 3Y | +84.9% | -77.4% | +162.3% | +136.3% |
| All | +73.2% | -74.6% | +147.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling