-25.9%
STRL vs IWD
+33.0%
-58.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.6% | -24.1% | -27.6% |
| 7D | -27.1% | +2.5% | -29.6% | -32.6% |
| 30D | -45.8% | +6.0% | -51.8% | -54.7% |
| 3M | -47.6% | +3.8% | -51.4% | -53.8% |
| 6M | -46.4% | +16.3% | -62.8% | -68.7% |
| YTD | -7.4% | +27.5% | -34.8% | -58.6% |
| 1Y | -25.9% | +32.8% | -58.7% | -71.0% |
| All | -25.9% | +33.0% | -58.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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