+3,667.8%
STRL vs IWD
+207.5%
+3,460.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.0% |
| 7D | -26.9% | -0.5% | -26.4% | -27.0% |
| 30D | -52.7% | +2.7% | -55.3% | -54.8% |
| 3M | -52.8% | +0.9% | -53.7% | -53.9% |
| 6M | -71.5% | +10.5% | -82.0% | -75.5% |
| YTD | -17.4% | +23.7% | -41.1% | -38.1% |
| 1Y | -35.0% | +28.7% | -63.7% | -53.7% |
| 3Y | +239.2% | +79.7% | +159.5% | +60.1% |
| 5Y | +830.2% | +69.7% | +760.5% | +376.0% |
| All | +3,667.8% | +207.5% | +3,460.3% | +808.3% |
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