+1,145.2%
IWF vs STLA
+263.8%
+881.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +0.5% | +2.6% | -2.0% | +0.1% |
| 30D | -0.4% | -1.2% | +0.9% | -0.3% |
| 3M | -2.6% | -24.8% | +22.2% | +2.2% |
| 6M | +9.1% | -25.6% | +34.7% | +14.4% |
| YTD | +4.5% | -48.9% | +53.4% | +16.2% |
| 1Y | +10.1% | -38.8% | +48.9% | +17.5% |
| 3Y | +77.6% | -64.5% | +142.2% | +104.7% |
| 5Y | +73.7% | -62.4% | +136.2% | +94.7% |
| 10Y | +411.5% | +55.4% | +356.1% | +364.2% |
| All | +1,145.2% | +263.8% | +881.4% | +986.5% |
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