-25.9%
STRL vs IAG
+56.5%
-82.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +10.2% | -31.7% | -25.7% |
| 7D | -27.1% | +1.1% | -28.2% | -28.1% |
| 30D | -45.8% | -5.3% | -40.5% | -44.8% |
| 3M | -47.6% | +18.0% | -65.7% | -52.8% |
| 6M | -46.4% | +7.1% | -53.5% | -49.4% |
| YTD | -7.4% | +5.9% | -13.3% | -16.0% |
| 1Y | -25.9% | +59.4% | -85.3% | -52.8% |
| All | -25.9% | +56.5% | -82.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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