-20.8%
STRL vs IWD
+28.5%
-49.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.3% |
| 7D | +23.4% | +1.7% | +21.8% | +18.7% |
| 30D | -39.5% | +3.2% | -42.7% | -45.0% |
| 3M | -45.1% | +2.3% | -47.4% | -49.1% |
| 6M | -64.6% | +12.9% | -77.5% | -77.4% |
| YTD | -1.5% | +26.2% | -27.7% | -54.2% |
| 1Y | -20.8% | +28.3% | -49.0% | -64.7% |
| All | -20.8% | +28.5% | -49.3% | -64.7% |
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