+5.6%
IYR vs STLA
-40.1%
+45.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -3.8% | +1.0% | -2.7% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | -3.0% | -19.6% | +16.7% | -2.2% |
| 6M | +1.6% | -23.5% | +25.1% | +2.6% |
| YTD | +7.3% | -51.5% | +58.8% | +9.7% |
| 1Y | +5.6% | -39.7% | +45.3% | +5.1% |
| All | +5.6% | -40.1% | +45.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling