+39.1%
IWM vs STLA
-62.4%
+101.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | -1.3% | -1.2% | 0.0% | -1.1% |
| 3M | +1.6% | -24.8% | +26.4% | +9.4% |
| 6M | +13.6% | -25.6% | +39.1% | +22.0% |
| YTD | +20.8% | -48.9% | +69.7% | +42.5% |
| 1Y | +26.4% | -38.8% | +65.2% | +38.7% |
| 3Y | +60.7% | -64.5% | +125.2% | +102.7% |
| All | +39.1% | -62.4% | +101.5% | +59.3% |
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