+735.8%
IVV vs STRL
+22,239.7%
-21,503.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.9% | +9.5% | -3.0% |
| 7D | -4.8% | -34.6% | +29.9% | -1.1% |
| 30D | -5.9% | -56.7% | +50.7% | +1.7% |
| 3M | -4.5% | -54.4% | +49.9% | +2.4% |
| 6M | +1.8% | -69.7% | +71.5% | +12.5% |
| YTD | +8.4% | -20.2% | +28.6% | +6.6% |
| 1Y | +9.4% | -40.6% | +50.0% | +10.6% |
| 3Y | +75.3% | +221.7% | -146.4% | +45.0% |
| 5Y | +67.8% | +799.0% | -731.2% | +23.9% |
| 10Y | +314.2% | +3,451.5% | -3,137.3% | +159.7% |
| All | +735.8% | +22,239.7% | -21,503.8% | +433.7% |
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