+713.1%
IYR vs STRL
+25,638.7%
-24,925.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.1% | -19.8% | +21.9% | +4.1% |
| 30D | +7.2% | -43.6% | +50.7% | +13.4% |
| 3M | +0.4% | -45.2% | +45.6% | +6.3% |
| 6M | +1.4% | -65.7% | +67.2% | +11.8% |
| YTD | +11.3% | -5.4% | +16.8% | +5.7% |
| 1Y | +10.5% | -24.7% | +35.2% | +7.4% |
| 3Y | +41.7% | +335.0% | -293.3% | +5.4% |
| 5Y | +7.1% | +915.3% | -908.2% | -30.1% |
| 10Y | +89.1% | +3,877.5% | -3,788.4% | -2.4% |
| All | +713.1% | +25,638.7% | -24,925.5% | +315.7% |
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