-69.7%
STRL vs IWD
+12.7%
-82.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.6% | -11.3% | -10.9% |
| 7D | -34.6% | -0.9% | -33.7% | -32.8% |
| 30D | -56.7% | +2.6% | -59.3% | -58.3% |
| 3M | -54.4% | +1.2% | -55.7% | -55.5% |
| 6M | -69.7% | +12.1% | -81.8% | -80.7% |
| All | -69.7% | +12.7% | -82.4% | -80.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling