+700.6%
IYR vs STRL
+43,143.6%
-42,443.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.4% |
| 7D | -1.2% | +3.4% | -4.6% | -1.7% |
| 30D | -2.9% | -9.2% | +6.4% | -1.9% |
| 3M | +0.8% | -51.0% | +51.9% | +8.2% |
| 6M | +1.9% | +15.8% | -13.9% | -3.9% |
| YTD | +9.6% | +58.9% | -49.2% | -0.9% |
| 1Y | +8.1% | +68.5% | -60.4% | -4.0% |
| 3Y | +29.2% | +485.2% | -456.0% | -6.1% |
| 5Y | +4.3% | +2,005.1% | -2,000.8% | -37.0% |
| 10Y | +64.7% | +7,118.0% | -7,053.3% | -20.0% |
| All | +700.6% | +43,143.6% | -42,443.0% | +289.7% |
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