+239.2%
STRL vs IWD
+78.7%
+160.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.2% |
| 7D | -26.9% | -0.5% | -26.4% | -27.0% |
| 30D | -52.7% | +2.7% | -55.3% | -55.7% |
| 3M | -52.8% | +0.9% | -53.7% | -54.4% |
| 6M | -71.5% | +10.5% | -82.0% | -77.3% |
| YTD | -17.4% | +23.7% | -41.1% | -46.1% |
| 1Y | -35.0% | +28.7% | -63.7% | -60.3% |
| 3Y | +239.2% | +79.7% | +159.5% | +15.0% |
| All | +239.2% | +78.7% | +160.5% | +15.0% |
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 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