+7.1%
IYR vs STLA
-71.4%
+78.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.4% |
| 7D | +2.1% | -4.9% | +7.0% | +2.9% |
| 30D | +7.2% | -4.9% | +12.1% | +7.8% |
| 3M | +0.4% | -23.7% | +24.0% | +4.5% |
| 6M | +1.4% | -45.0% | +46.4% | +11.3% |
| YTD | +11.3% | -60.9% | +72.2% | +28.6% |
| 1Y | +10.5% | -58.9% | +69.4% | +25.9% |
| 3Y | +41.7% | -74.4% | +116.1% | +73.7% |
| 5Y | +7.1% | -71.5% | +78.6% | +21.3% |
| All | +7.1% | -71.4% | +78.5% | +21.3% |
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