-2.1%
IGV vs STRL
+76.3%
-78.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.3% |
| 7D | -4.5% | +3.4% | -7.9% | -4.6% |
| 30D | +3.2% | -9.2% | +12.5% | +3.3% |
| 3M | +4.5% | -51.0% | +55.6% | +6.1% |
| 6M | +22.1% | +15.8% | +6.3% | +17.0% |
| YTD | -1.0% | +58.9% | -59.9% | -10.0% |
| 1Y | -2.1% | +68.5% | -70.6% | -13.0% |
| All | -2.1% | +76.3% | -78.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling