+2,157.1%
STRL vs IWF
+73.6%
+2,083.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.6% |
| 7D | +10.1% | +1.5% | +8.6% | +8.2% |
| 30D | -8.2% | -1.3% | -6.9% | -6.6% |
| 3M | -43.7% | +0.1% | -43.8% | -43.3% |
| 6M | +27.1% | +10.3% | +16.8% | +16.6% |
| YTD | +64.0% | +4.2% | +59.8% | +60.2% |
| 1Y | +75.2% | +9.3% | +65.8% | +65.5% |
| 3Y | +539.9% | +79.3% | +460.6% | +313.3% |
| All | +2,157.1% | +73.6% | +2,083.4% | +1,413.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling