+3,988.2%
STRL vs IAG
+326.7%
+3,661.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.8% | +9.2% | +14.2% |
| 7D | -13.3% | +24.0% | -37.3% | -16.1% |
| 30D | -43.3% | +5.5% | -48.9% | -43.8% |
| 3M | -46.9% | +8.3% | -55.2% | -47.6% |
| 6M | -65.6% | +6.1% | -71.7% | -66.0% |
| YTD | -5.1% | +20.3% | -25.4% | -7.8% |
| 1Y | -23.1% | +56.5% | -79.5% | -27.1% |
| 3Y | +346.8% | +762.6% | -415.8% | +269.0% |
| 5Y | +907.2% | +546.3% | +360.9% | +716.7% |
| 10Y | +3,988.2% | +356.1% | +3,632.1% | +3,191.6% |
| All | +3,988.2% | +326.7% | +3,661.5% | +3,191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling