+64.2%
IWM vs STRL
+233.5%
-169.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | -2.0% | -26.9% | +24.9% | +1.8% |
| 30D | -1.5% | -52.7% | +51.2% | +9.1% |
| 3M | -8.0% | -52.8% | +44.8% | +1.4% |
| 6M | -4.1% | -71.5% | +67.4% | +12.6% |
| YTD | +11.9% | -17.4% | +29.4% | +4.6% |
| 1Y | +15.0% | -35.0% | +50.0% | +12.3% |
| 3Y | +64.2% | +239.2% | -175.0% | +9.2% |
| All | +64.2% | +233.5% | -169.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling