+907.2%
STRL vs IWD
+72.9%
+834.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +11.8% |
| 7D | -13.3% | +1.3% | -14.6% | -15.4% |
| 30D | -43.3% | +3.6% | -46.9% | -46.7% |
| 3M | -46.9% | +2.3% | -49.2% | -49.2% |
| 6M | -65.6% | +13.0% | -78.6% | -72.0% |
| YTD | -5.1% | +26.2% | -31.3% | -33.3% |
| 1Y | -23.1% | +30.5% | -53.5% | -48.2% |
| 3Y | +346.8% | +86.2% | +260.6% | +94.0% |
| 5Y | +907.2% | +72.9% | +834.3% | +384.6% |
| All | +907.2% | +72.9% | +834.2% | +384.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling