+23.8%
IWM vs STLA
-74.6%
+98.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.4% | -13.8% | +15.2% | +5.4% |
| 30D | +2.3% | -10.5% | +12.8% | +4.9% |
| 3M | -8.3% | -28.9% | +20.5% | -0.5% |
| 6M | -1.3% | -49.7% | +48.4% | +17.5% |
| YTD | +13.5% | -64.9% | +78.4% | +47.1% |
| 1Y | +18.4% | -64.0% | +82.4% | +51.6% |
| 3Y | +69.6% | -77.4% | +147.0% | +142.7% |
| All | +23.8% | -74.6% | +98.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling