+23.8%
IWM vs STRL
+906.9%
-883.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.2% |
| 7D | +1.4% | +15.7% | -14.2% | -1.3% |
| 30D | +2.3% | -35.5% | +37.7% | +9.4% |
| 3M | -8.3% | -47.1% | +38.8% | +1.2% |
| 6M | -1.3% | -65.8% | +64.4% | +16.1% |
| YTD | +13.5% | -4.5% | +18.0% | +1.8% |
| 1Y | +18.4% | -10.5% | +28.9% | +7.4% |
| 3Y | +69.6% | +340.6% | -271.0% | -8.7% |
| All | +23.8% | +906.9% | -883.1% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling