+3,786.6%
STRL vs IWF
+389.3%
+3,397.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +23.4% | +5.3% | +18.2% | +17.2% |
| 30D | -39.5% | -8.6% | -30.9% | -32.3% |
| 3M | -45.1% | -6.5% | -38.5% | -39.7% |
| 6M | -64.6% | -5.6% | -58.9% | -61.1% |
| YTD | -1.5% | -1.5% | 0.0% | +4.6% |
| 1Y | -20.8% | -2.8% | -17.9% | -14.0% |
| 3Y | +353.1% | +67.1% | +286.0% | +216.5% |
| 5Y | +942.9% | +57.6% | +885.3% | +658.5% |
| All | +3,786.6% | +389.3% | +3,397.3% | +837.3% |
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