+66.4%
IWM vs STLA
-64.4%
+130.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | -1.3% | -1.2% | 0.0% | -1.1% |
| 3M | +1.6% | -24.8% | +26.4% | +7.7% |
| 6M | +13.6% | -25.6% | +39.1% | +20.2% |
| YTD | +20.8% | -48.9% | +69.7% | +37.8% |
| 1Y | +26.4% | -38.8% | +65.2% | +35.6% |
| All | +66.4% | -64.4% | +130.8% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling