+515.0%
STRL vs IWF
+81.4%
+433.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.5% | +2.9% | +2.5% |
| 30D | -9.2% | -0.4% | -8.9% | -8.4% |
| 3M | -51.0% | -2.6% | -48.4% | -48.2% |
| 6M | +15.8% | +9.1% | +6.6% | +3.1% |
| YTD | +58.9% | +4.5% | +54.4% | +51.5% |
| 1Y | +68.5% | +10.1% | +58.4% | +52.0% |
| All | +515.0% | +81.4% | +433.6% | +222.1% |
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