+64.1%
IWM vs STRL
+484.5%
-420.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.6% |
| 7D | +0.1% | +3.4% | -3.3% | -0.5% |
| 30D | -1.3% | -9.2% | +8.0% | 0.0% |
| 3M | +1.6% | -51.0% | +52.7% | +12.3% |
| 6M | +13.6% | +15.8% | -2.2% | +4.5% |
| YTD | +20.8% | +58.9% | -38.1% | +3.5% |
| 1Y | +26.4% | +68.5% | -42.1% | +5.7% |
| All | +64.1% | +484.5% | -420.4% | -0.6% |
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 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