+3,667.9%
STRL vs IWD
+203.0%
+3,464.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.4% |
| 7D | +15.7% | +2.3% | +13.4% | +12.4% |
| 30D | -35.5% | +3.6% | -39.0% | -38.9% |
| 3M | -47.1% | +2.2% | -49.3% | -49.1% |
| 6M | -65.8% | +13.0% | -78.7% | -71.4% |
| YTD | -4.5% | +26.5% | -31.0% | -30.5% |
| 1Y | -10.5% | +30.1% | -40.6% | -37.2% |
| 3Y | +340.6% | +84.9% | +255.7% | +100.6% |
| 5Y | +911.0% | +73.4% | +837.7% | +404.1% |
| All | +3,667.9% | +203.0% | +3,464.9% | +908.4% |
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