+7,161.0%
STRL vs IWD
+197.9%
+6,963.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +6.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | -9.2% | +0.6% | -9.8% | -10.2% |
| 3M | -51.0% | +7.2% | -58.3% | -55.8% |
| 6M | +15.8% | +16.2% | -0.4% | -5.0% |
| YTD | +58.9% | +23.3% | +35.5% | +20.5% |
| 1Y | +68.5% | +29.6% | +39.0% | +20.5% |
| 3Y | +485.2% | +70.5% | +414.8% | +198.8% |
| 5Y | +2,005.1% | +73.5% | +1,931.6% | +957.1% |
| All | +7,161.0% | +197.9% | +6,963.1% | +1,816.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling