+20.0%
IWM vs STLA
-70.1%
+90.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | -4.5% | +2.5% | -0.9% |
| 30D | -1.5% | -3.9% | +2.5% | -0.7% |
| 3M | -8.0% | -20.2% | +12.2% | -3.1% |
| 6M | -4.1% | -42.2% | +38.1% | +10.1% |
| YTD | +11.9% | -59.3% | +71.3% | +39.5% |
| 1Y | +15.0% | -56.1% | +71.1% | +39.2% |
| 3Y | +64.2% | -73.7% | +137.9% | +125.4% |
| All | +20.0% | -70.1% | +90.1% | +45.3% |
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 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