+69.2%
IYR vs STRL
+7,055.3%
-6,986.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.9% | +8.2% | -9.1% | -1.8% |
| 30D | -2.4% | -6.3% | +4.0% | -1.8% |
| 3M | -2.0% | -41.2% | +39.2% | +2.8% |
| 6M | +2.5% | +20.4% | -17.9% | -4.3% |
| YTD | +8.3% | +61.7% | -53.4% | -3.4% |
| 1Y | +6.5% | +72.7% | -66.3% | -7.1% |
| 3Y | +29.3% | +530.9% | -501.6% | -12.6% |
| 5Y | +5.7% | +2,125.4% | -2,119.7% | -44.2% |
| 10Y | +69.2% | +7,301.3% | -7,232.1% | -29.5% |
| All | +69.2% | +7,055.3% | -6,986.1% | -29.5% |
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