+7,301.3%
STRL vs IWF
+412.6%
+6,888.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +8.2% | +0.5% | +7.7% | +7.6% |
| 30D | -6.3% | -1.4% | -4.9% | -4.7% |
| 3M | -41.2% | +0.4% | -41.6% | -40.9% |
| 6M | +20.4% | +8.5% | +11.9% | +13.3% |
| YTD | +61.7% | +3.7% | +58.0% | +59.4% |
| 1Y | +72.7% | +8.5% | +64.2% | +65.6% |
| 3Y | +530.9% | +78.5% | +452.4% | +303.7% |
| 5Y | +2,125.4% | +73.6% | +2,051.7% | +1,340.1% |
| 10Y | +7,301.3% | +421.3% | +6,880.1% | +1,508.9% |
| All | +7,301.3% | +412.6% | +6,888.8% | +1,508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling