+565.4%
IWD vs STLA
+189.9%
+375.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.5% | -4.5% | +4.1% | +0.3% |
| 30D | +2.7% | -3.9% | +6.6% | +3.1% |
| 3M | +0.9% | -20.2% | +21.1% | +4.4% |
| 6M | +10.5% | -42.2% | +52.7% | +20.6% |
| YTD | +23.7% | -59.3% | +83.0% | +42.0% |
| 1Y | +28.7% | -56.1% | +84.8% | +45.4% |
| 3Y | +79.7% | -73.7% | +153.4% | +116.5% |
| 5Y | +69.7% | -70.3% | +140.0% | +96.1% |
| 10Y | +211.4% | +23.1% | +188.3% | +187.6% |
| All | +565.4% | +189.9% | +375.5% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling