+239.2%
STRL vs IWF
+65.2%
+174.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +1.2% |
| 7D | -26.9% | -5.0% | -21.9% | -19.5% |
| 30D | -52.7% | -13.2% | -39.5% | -38.4% |
| 3M | -52.8% | -9.4% | -43.4% | -42.6% |
| 6M | -71.5% | -8.6% | -62.9% | -65.5% |
| YTD | -17.4% | -5.3% | -12.1% | -4.8% |
| 1Y | -35.0% | -5.0% | -30.0% | -24.5% |
| 3Y | +239.2% | +64.6% | +174.6% | +145.0% |
| All | +239.2% | +65.2% | +174.0% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling