+75.2%
STRL vs IAG
+100.7%
-25.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.0% |
| 7D | +10.1% | +4.3% | +5.9% | +7.9% |
| 30D | -8.2% | +9.8% | -18.0% | -12.6% |
| 3M | -43.7% | +28.9% | -72.6% | -50.6% |
| 6M | +27.1% | -7.6% | +34.7% | +24.9% |
| YTD | +64.0% | +22.0% | +42.0% | +43.3% |
| 1Y | +75.2% | +99.5% | -24.3% | +16.6% |
| All | +75.2% | +100.7% | -25.5% | +16.6% |
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 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