+1,073.4%
IWF vs STLA
+152.6%
+920.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.7% |
| 7D | +5.3% | -13.1% | +18.3% | +7.9% |
| 30D | -8.6% | -13.3% | +4.7% | -6.5% |
| 3M | -6.5% | -27.9% | +21.3% | -1.4% |
| 6M | -5.6% | -47.8% | +42.2% | +5.3% |
| YTD | -1.5% | -64.6% | +63.0% | +16.4% |
| 1Y | -2.8% | -64.0% | +61.2% | +14.3% |
| 3Y | +67.1% | -76.8% | +144.0% | +107.4% |
| 5Y | +57.6% | -74.2% | +131.8% | +88.3% |
| 10Y | +390.4% | -5.4% | +395.7% | +379.8% |
| All | +1,073.4% | +152.6% | +920.9% | +988.7% |
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