+451.8%
IWM vs STLA
+189.9%
+261.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.0% | -4.5% | +2.5% | -1.0% |
| 30D | -1.5% | -3.9% | +2.5% | -0.9% |
| 3M | -8.0% | -20.2% | +12.2% | -3.9% |
| 6M | -4.1% | -42.2% | +38.1% | +7.3% |
| YTD | +11.9% | -59.3% | +71.3% | +33.5% |
| 1Y | +15.0% | -56.1% | +71.1% | +34.4% |
| 3Y | +64.2% | -73.7% | +137.9% | +109.5% |
| 5Y | +20.4% | -70.3% | +90.7% | +46.6% |
| 10Y | +168.0% | +23.1% | +144.9% | +150.7% |
| All | +451.8% | +189.9% | +261.9% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling