+7.7%
IYR vs STRL
+75.0%
-67.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.1% |
| 7D | -0.4% | +10.1% | -10.5% | -0.4% |
| 30D | -2.5% | -8.2% | +5.7% | -2.5% |
| 3M | +1.5% | -43.7% | +45.1% | +2.1% |
| 6M | +3.9% | +27.1% | -23.2% | +1.5% |
| YTD | +9.5% | +64.0% | -54.5% | +6.3% |
| All | +7.7% | +75.0% | -67.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling