+392.2%
IWF vs STLA
+0.5%
+391.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +3.2% |
| 7D | -1.1% | -11.6% | +10.5% | +2.0% |
| 30D | -8.3% | -6.2% | -2.1% | -7.1% |
| 3M | -5.6% | -24.6% | +19.0% | +0.6% |
| 6M | -5.4% | -44.9% | +39.5% | +8.7% |
| YTD | -1.2% | -62.3% | +61.1% | +23.2% |
| 1Y | -2.7% | -61.8% | +59.2% | +20.5% |
| 3Y | +67.8% | -75.3% | +143.1% | +124.3% |
| 5Y | +60.1% | -72.5% | +132.6% | +100.5% |
| 10Y | +392.2% | +0.8% | +391.4% | +360.4% |
| All | +392.2% | +0.5% | +391.7% | +360.4% |
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