+364.4%
IGV vs STRL
+7,055.3%
-6,690.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.5% | +8.2% | -9.7% | -2.7% |
| 30D | -3.0% | -6.3% | +3.3% | -2.4% |
| 3M | +9.6% | -41.2% | +50.8% | +16.4% |
| 6M | +16.1% | +20.4% | -4.2% | +6.0% |
| YTD | -3.6% | +61.7% | -65.3% | -17.2% |
| 1Y | -7.8% | +72.7% | -80.6% | -22.7% |
| 3Y | +40.0% | +530.9% | -490.9% | -10.7% |
| 5Y | +21.2% | +2,125.4% | -2,104.2% | -39.2% |
| 10Y | +364.4% | +7,301.3% | -6,936.9% | +86.6% |
| All | +364.4% | +7,055.3% | -6,690.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling