+161.3%
IWM vs STRL
+4,310.8%
-4,149.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.0% | -11.7% | 0.0% |
| 7D | +1.2% | -13.3% | +14.6% | +3.2% |
| 30D | +1.3% | -43.3% | +44.6% | +12.9% |
| 3M | -6.1% | -46.9% | +40.8% | +5.5% |
| 6M | -0.1% | -65.6% | +65.5% | +20.8% |
| YTD | +15.5% | -5.1% | +20.6% | +3.8% |
| 1Y | +18.1% | -23.1% | +41.2% | +11.2% |
| 3Y | +74.6% | +346.8% | -272.2% | -5.1% |
| 5Y | +24.6% | +907.2% | -882.6% | -48.8% |
| 10Y | +161.3% | +3,988.2% | -3,826.9% | -26.6% |
| All | +161.3% | +4,310.8% | -4,149.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling