+20,476.0%
STRL vs IWD
+731.9%
+19,744.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.6% | -11.3% | -11.1% |
| 7D | -34.6% | -0.9% | -33.7% | -34.3% |
| 30D | -56.7% | +2.6% | -59.3% | -58.1% |
| 3M | -54.4% | +1.2% | -55.7% | -55.3% |
| 6M | -69.7% | +12.1% | -81.8% | -73.2% |
| YTD | -20.2% | +24.1% | -44.4% | -35.7% |
| 1Y | -40.6% | +28.5% | -69.1% | -53.6% |
| 3Y | +221.7% | +79.5% | +142.2% | +84.4% |
| 5Y | +799.0% | +70.3% | +728.7% | +449.6% |
| 10Y | +3,451.5% | +212.5% | +3,238.9% | +1,208.3% |
| All | +20,476.0% | +731.9% | +19,744.1% | +4,346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling