+504.0%
STRL vs IWD
+70.7%
+433.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +7.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.9% |
| 30D | -9.2% | +0.6% | -9.8% | -10.7% |
| 3M | -51.0% | +7.2% | -58.3% | -58.1% |
| 6M | +15.8% | +16.2% | -0.4% | -13.8% |
| YTD | +58.9% | +23.3% | +35.5% | +6.3% |
| 1Y | +68.5% | +29.6% | +39.0% | +4.4% |
| All | +504.0% | +70.7% | +433.4% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling