+312.0%
IVV vs STRL
+3,816.9%
-3,504.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +3.3% | +23.4% | -20.1% | +0.1% |
| 30D | -2.7% | -39.5% | +36.9% | +3.7% |
| 3M | -1.7% | -45.1% | +43.4% | +5.7% |
| 6M | +3.2% | -64.6% | +67.7% | +16.6% |
| YTD | +12.0% | -1.5% | +13.5% | +3.9% |
| 1Y | +12.1% | -20.8% | +32.9% | +7.4% |
| 3Y | +78.6% | +353.1% | -274.5% | +19.2% |
| 5Y | +73.8% | +942.9% | -869.0% | -4.2% |
| All | +312.0% | +3,816.9% | -3,504.9% | +74.8% |
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