+166.9%
IWM vs STRL
+7,463.3%
-7,296.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | +1.4% | +10.1% | -8.7% | -0.8% |
| 30D | -2.3% | -8.2% | +5.9% | -0.7% |
| 3M | +4.0% | -43.7% | +47.7% | +15.8% |
| 6M | +17.9% | +27.1% | -9.2% | +3.2% |
| YTD | +20.2% | +64.0% | -43.8% | -2.1% |
| 1Y | +25.0% | +75.2% | -50.2% | -1.6% |
| 3Y | +66.0% | +539.9% | -473.9% | -14.2% |
| 5Y | +40.0% | +2,133.0% | -2,092.9% | -50.9% |
| 10Y | +166.9% | +7,178.3% | -7,011.4% | -36.3% |
| All | +166.9% | +7,463.3% | -7,296.4% | -36.3% |
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