+1,060.3%
IWF vs STLA
+150.0%
+910.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.8% | -13.8% | +16.6% | +5.5% |
| 30D | -7.5% | -10.5% | +3.0% | -5.9% |
| 3M | -8.5% | -28.9% | +20.4% | -3.3% |
| 6M | -7.4% | -49.7% | +42.3% | +4.0% |
| YTD | -2.6% | -64.9% | +62.3% | +15.3% |
| 1Y | -1.8% | -64.0% | +62.2% | +15.5% |
| 3Y | +65.5% | -77.4% | +142.9% | +106.3% |
| 5Y | +55.8% | -74.4% | +130.3% | +86.5% |
| 10Y | +384.9% | -6.4% | +391.2% | +375.3% |
| All | +1,060.3% | +150.0% | +910.4% | +978.6% |
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