+73.8%
IWF vs STLA
-62.5%
+136.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.4% |
| 7D | +1.5% | +0.7% | +0.7% | +1.3% |
| 30D | -1.3% | -2.4% | +1.1% | -0.9% |
| 3M | +0.1% | -23.9% | +24.0% | +6.6% |
| 6M | +10.3% | -24.6% | +34.9% | +17.1% |
| YTD | +4.2% | -50.5% | +54.7% | +21.6% |
| 1Y | +9.3% | -39.8% | +49.2% | +19.1% |
| 3Y | +79.3% | -65.6% | +145.0% | +118.7% |
| 5Y | +73.8% | -62.1% | +135.9% | +88.8% |
| All | +73.8% | -62.5% | +136.3% | +88.8% |
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