+262.1%
IYR vs STLA
+263.8%
-1.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | -2.9% | -1.2% | -1.6% | -2.8% |
| 3M | +0.8% | -24.8% | +25.6% | +4.7% |
| 6M | +1.9% | -25.6% | +27.4% | +5.6% |
| YTD | +9.6% | -48.9% | +58.6% | +19.2% |
| 1Y | +8.1% | -38.8% | +46.9% | +13.6% |
| 3Y | +29.2% | -64.5% | +93.7% | +44.5% |
| 5Y | +4.3% | -62.4% | +66.7% | +13.7% |
| 10Y | +64.7% | +55.4% | +9.3% | +49.5% |
| All | +262.1% | +263.8% | -1.7% | +219.7% |
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