+79.3%
IWF vs STLA
-65.4%
+144.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.2% |
| 7D | +1.5% | +0.7% | +0.7% | +1.3% |
| 30D | -1.3% | -2.4% | +1.1% | -1.0% |
| 3M | +0.1% | -23.9% | +24.0% | +4.7% |
| 6M | +10.3% | -24.6% | +34.9% | +15.2% |
| YTD | +4.2% | -50.5% | +54.7% | +16.4% |
| 1Y | +9.3% | -39.8% | +49.2% | +16.0% |
| 3Y | +79.3% | -65.6% | +145.0% | +100.2% |
| All | +79.3% | -65.4% | +144.7% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling