+40,867.6%
STRL vs IWF
+727.1%
+40,140.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.5% | +2.9% | +2.9% |
| 30D | -9.2% | -0.4% | -8.9% | -8.8% |
| 3M | -51.0% | -2.6% | -48.4% | -49.4% |
| 6M | +15.8% | +9.1% | +6.6% | +9.8% |
| YTD | +58.9% | +4.5% | +54.4% | +56.4% |
| 1Y | +68.5% | +10.1% | +58.4% | +61.1% |
| 3Y | +485.2% | +77.6% | +407.6% | +298.9% |
| 5Y | +2,005.1% | +73.7% | +1,931.4% | +1,338.6% |
| 10Y | +7,118.0% | +411.5% | +6,706.4% | +2,085.2% |
| All | +40,867.6% | +727.1% | +40,140.5% | +6,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling