+15.0%
IWM vs STRL
-38.5%
+53.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.7% |
| 7D | -2.0% | -26.9% | +24.9% | +0.4% |
| 30D | -1.5% | -52.7% | +51.2% | +5.4% |
| 3M | -8.0% | -52.8% | +44.8% | -1.9% |
| 6M | -4.1% | -71.5% | +67.4% | +6.8% |
| YTD | +11.9% | -17.4% | +29.4% | +5.1% |
| 1Y | +15.0% | -35.0% | +50.0% | +12.6% |
| All | +15.0% | -38.5% | +53.5% | +12.6% |
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 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