+3,988.2%
STRL vs IWD
+212.1%
+3,776.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +12.1% |
| 7D | -13.3% | +1.3% | -14.6% | -15.2% |
| 30D | -43.3% | +3.6% | -46.9% | -46.4% |
| 3M | -46.9% | +2.3% | -49.2% | -48.9% |
| 6M | -65.6% | +13.0% | -78.6% | -71.3% |
| YTD | -5.1% | +26.2% | -31.3% | -30.6% |
| 1Y | -23.1% | +30.5% | -53.5% | -46.0% |
| 3Y | +346.8% | +86.2% | +260.6% | +101.6% |
| 5Y | +907.2% | +72.9% | +834.3% | +404.1% |
| 10Y | +3,988.2% | +205.0% | +3,783.2% | +1,003.0% |
| All | +3,988.2% | +212.1% | +3,776.1% | +1,003.0% |
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 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