-24.4%
STRL vs IAG
+52.4%
-76.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.8% | +9.2% | +12.5% |
| 7D | -13.3% | +24.0% | -37.3% | -21.8% |
| 30D | -43.3% | +5.5% | -48.9% | -44.7% |
| 3M | -46.9% | +8.3% | -55.2% | -49.2% |
| 6M | -65.6% | +6.1% | -71.7% | -67.5% |
| YTD | -5.1% | +20.3% | -25.4% | -17.7% |
| All | -24.4% | +52.4% | -76.8% | -45.6% |
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