+563.4%
IWD vs STLA
+263.8%
+299.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | +7.2% | -24.8% | +32.0% | +12.3% |
| 6M | +16.2% | -25.6% | +41.8% | +21.5% |
| YTD | +23.3% | -48.9% | +72.3% | +36.6% |
| 1Y | +29.6% | -38.8% | +68.3% | +37.9% |
| 3Y | +70.5% | -64.5% | +135.0% | +95.4% |
| 5Y | +73.5% | -62.4% | +135.9% | +93.1% |
| 10Y | +198.3% | +55.4% | +142.9% | +165.5% |
| All | +563.4% | +263.8% | +299.6% | +467.7% |
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 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