+16.1%
IWM vs STRL
-26.6%
+42.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.3% | -19.8% | +20.1% | +1.8% |
| 30D | +0.6% | -43.6% | +44.1% | +5.6% |
| 3M | -6.2% | -45.2% | +39.0% | -1.5% |
| 6M | -0.8% | -65.7% | +65.0% | +8.5% |
| YTD | +14.8% | -5.4% | +20.2% | +6.1% |
| 1Y | +16.1% | -24.7% | +40.8% | +11.8% |
| All | +16.1% | -26.6% | +42.7% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling