+166.9%
IWM vs STLA
+48.0%
+118.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -2.3% | -2.4% | +0.1% | -1.9% |
| 3M | +4.0% | -23.9% | +27.8% | +12.4% |
| 6M | +17.9% | -24.6% | +42.6% | +27.1% |
| YTD | +20.2% | -50.5% | +70.7% | +45.4% |
| 1Y | +25.0% | -39.8% | +64.8% | +39.6% |
| 3Y | +66.0% | -65.6% | +131.6% | +115.2% |
| 5Y | +40.0% | -62.1% | +102.1% | +69.5% |
| 10Y | +166.9% | +47.8% | +119.1% | +116.3% |
| All | +166.9% | +48.0% | +118.9% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling