+13.7%
IGV vs STRL
+916.0%
-902.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.0% | -12.4% | +0.6% |
| 7D | -0.4% | -13.3% | +12.9% | +0.8% |
| 30D | -9.9% | -43.3% | +33.4% | -3.7% |
| 3M | -1.2% | -46.9% | +45.7% | +6.1% |
| 6M | +11.3% | -65.6% | +76.9% | +25.0% |
| YTD | -4.0% | -5.1% | +1.1% | -15.2% |
| 1Y | -7.3% | -23.1% | +15.8% | -14.6% |
| 3Y | +42.8% | +346.8% | -304.1% | -19.6% |
| 5Y | +13.7% | +907.2% | -893.5% | -56.3% |
| All | +13.7% | +916.0% | -902.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling