+973.2%
IGV vs STRL
+49,541.8%
-48,568.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.9% |
| 7D | -4.5% | +3.4% | -7.9% | -4.9% |
| 30D | +3.2% | -9.2% | +12.5% | +4.2% |
| 3M | +4.5% | -51.0% | +55.6% | +12.0% |
| 6M | +22.1% | +15.8% | +6.3% | +15.2% |
| YTD | -1.0% | +58.9% | -59.9% | -10.6% |
| 1Y | -2.1% | +68.5% | -70.6% | -12.8% |
| 3Y | +44.6% | +485.2% | -440.6% | +8.0% |
| 5Y | +22.2% | +2,005.1% | -1,983.0% | -22.3% |
| 10Y | +364.7% | +7,118.0% | -6,753.2% | +145.6% |
| All | +973.2% | +49,541.8% | -48,568.7% | +484.0% |
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 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