+24,284.0%
STRL vs IWF
+664.8%
+23,619.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | -19.8% | -2.9% | -16.9% | -17.2% |
| 30D | -43.6% | -10.9% | -32.7% | -36.8% |
| 3M | -45.2% | -8.1% | -37.1% | -40.0% |
| 6M | -65.7% | -7.5% | -58.2% | -62.3% |
| YTD | -5.4% | -3.4% | -2.1% | +1.2% |
| 1Y | -24.7% | -5.0% | -19.7% | -17.6% |
| 3Y | +335.0% | +64.0% | +271.0% | +222.8% |
| 5Y | +915.3% | +56.8% | +858.5% | +668.8% |
| 10Y | +3,877.5% | +381.2% | +3,496.3% | +1,192.0% |
| All | +24,284.0% | +664.8% | +23,619.2% | +3,853.5% |
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