+30.8%
IYR vs STLA
-65.4%
+96.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -2.5% | -2.4% | -0.2% | -2.3% |
| 3M | +1.5% | -23.9% | +25.3% | +4.6% |
| 6M | +3.9% | -24.6% | +28.5% | +6.9% |
| YTD | +9.5% | -50.5% | +60.0% | +18.5% |
| 1Y | +7.5% | -39.8% | +47.3% | +11.6% |
| 3Y | +30.8% | -65.6% | +96.4% | +38.1% |
| All | +30.8% | -65.4% | +96.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling