+941.3%
IGV vs STRL
+29,560.2%
-28,618.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.0% | -12.4% | +0.9% |
| 7D | -0.4% | -13.3% | +12.9% | +0.6% |
| 30D | -9.9% | -43.3% | +33.4% | -4.6% |
| 3M | -1.2% | -46.9% | +45.7% | +5.0% |
| 6M | +11.3% | -65.6% | +76.9% | +22.6% |
| YTD | -4.0% | -5.1% | +1.1% | -8.9% |
| 1Y | -7.3% | -23.1% | +15.8% | -10.0% |
| 3Y | +42.8% | +346.8% | -304.1% | +9.2% |
| 5Y | +13.7% | +907.2% | -893.5% | -22.0% |
| 10Y | +354.8% | +3,988.2% | -3,633.4% | +154.5% |
| All | +941.3% | +29,560.2% | -28,618.9% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling