+711.5%
IYR vs STRL
+26,908.9%
-26,197.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.8% |
| 7D | -1.2% | +7.1% | -8.3% | -2.2% |
| 30D | +6.1% | -39.4% | +45.5% | +11.4% |
| 3M | +0.9% | -43.0% | +43.9% | +6.3% |
| 6M | +1.2% | -65.0% | +66.2% | +11.2% |
| YTD | +11.1% | -0.8% | +11.9% | +4.9% |
| 1Y | +9.0% | -20.3% | +29.3% | +5.2% |
| 3Y | +41.4% | +356.5% | -315.1% | +4.6% |
| 5Y | +6.7% | +952.8% | -946.2% | -30.7% |
| 10Y | +87.7% | +3,877.1% | -3,789.4% | -3.1% |
| All | +711.5% | +26,908.9% | -26,197.4% | +312.5% |
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 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