+161.6%
IWM vs STRL
+3,580.1%
-3,418.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.2% |
| 7D | -2.0% | -26.9% | +24.9% | +3.8% |
| 30D | -1.5% | -52.7% | +51.2% | +14.4% |
| 3M | -8.0% | -52.8% | +44.8% | +6.2% |
| 6M | -4.1% | -71.5% | +67.4% | +20.9% |
| YTD | +11.9% | -17.4% | +29.4% | +3.8% |
| 1Y | +15.0% | -35.0% | +50.0% | +12.6% |
| 3Y | +64.2% | +239.2% | -175.0% | -4.9% |
| 5Y | +20.4% | +830.2% | -809.8% | -49.8% |
| All | +161.6% | +3,580.1% | -3,418.5% | -28.0% |
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