+784.6%
STRL vs IAG
+515.1%
+269.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.2% | -3.7% | +2.0% |
| 7D | -26.9% | +21.4% | -48.3% | -30.4% |
| 30D | -52.7% | +4.0% | -56.7% | -53.3% |
| 3M | -52.8% | +17.0% | -69.9% | -54.8% |
| 6M | -71.5% | +1.4% | -72.9% | -71.9% |
| YTD | -17.4% | +13.8% | -31.2% | -20.6% |
| 1Y | -35.0% | +55.8% | -90.8% | -40.5% |
| 3Y | +239.2% | +647.4% | -408.2% | +149.8% |
| All | +784.6% | +515.1% | +269.5% | +504.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling