+265.1%
IYR vs STLA
+150.0%
+115.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.6% | -13.8% | +14.4% | +2.7% |
| 30D | +6.6% | -10.5% | +17.1% | +8.0% |
| 3M | -1.8% | -28.9% | +27.0% | +2.5% |
| 6M | +1.4% | -49.7% | +51.2% | +11.1% |
| YTD | +10.5% | -64.9% | +75.4% | +26.3% |
| 1Y | +10.6% | -64.0% | +74.7% | +25.7% |
| 3Y | +41.8% | -77.4% | +119.2% | +68.7% |
| 5Y | +6.0% | -74.4% | +80.5% | +21.8% |
| 10Y | +86.7% | -6.4% | +93.0% | +80.0% |
| All | +265.1% | +150.0% | +115.1% | +238.8% |
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