+784.6%
STRL vs IWF
+50.6%
+734.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +1.9% |
| 7D | -26.9% | -5.0% | -21.9% | -21.7% |
| 30D | -52.7% | -13.2% | -39.5% | -42.9% |
| 3M | -52.8% | -9.4% | -43.4% | -45.7% |
| 6M | -71.5% | -8.6% | -62.9% | -67.1% |
| YTD | -17.4% | -5.3% | -12.1% | -7.8% |
| 1Y | -35.0% | -5.0% | -30.0% | -27.0% |
| 3Y | +239.2% | +64.6% | +174.6% | +148.3% |
| All | +784.6% | +50.6% | +734.0% | +593.2% |
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