+2,022.6%
STRL vs IAG
+764.1%
+1,258.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | -9.2% | +28.9% | -38.1% | -14.4% |
| 3M | -51.0% | +19.1% | -70.2% | -53.0% |
| 6M | +15.8% | -10.3% | +26.0% | +16.5% |
| YTD | +58.9% | +24.2% | +34.7% | +50.5% |
| 1Y | +68.5% | +116.5% | -48.0% | +46.2% |
| 3Y | +485.2% | +742.8% | -257.6% | +318.6% |
| All | +2,022.6% | +764.1% | +1,258.4% | +1,222.3% |
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