+5.7%
IYR vs STLA
-63.2%
+68.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -2.4% | -5.2% | +2.8% | -1.6% |
| 3M | -2.0% | -24.9% | +22.8% | +2.5% |
| 6M | +2.5% | -25.2% | +27.7% | +6.8% |
| YTD | +8.3% | -51.4% | +59.7% | +21.0% |
| 1Y | +6.5% | -40.7% | +47.1% | +13.0% |
| 3Y | +29.3% | -66.3% | +95.6% | +50.6% |
| 5Y | +5.7% | -63.2% | +68.9% | +13.4% |
| All | +5.7% | -63.2% | +68.8% | +13.4% |
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