+20,170.4%
STRL vs IAG
+377.5%
+19,792.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | -9.2% | +28.9% | -38.1% | -12.0% |
| 3M | -51.0% | +19.1% | -70.2% | -52.0% |
| 6M | +15.8% | -10.3% | +26.0% | +16.7% |
| YTD | +58.9% | +24.2% | +34.7% | +54.5% |
| 1Y | +68.5% | +116.5% | -48.0% | +55.3% |
| 3Y | +485.2% | +742.8% | -257.6% | +369.8% |
| 5Y | +2,005.1% | +753.3% | +1,251.8% | +1,535.9% |
| 10Y | +7,118.0% | +403.2% | +6,714.8% | +5,354.4% |
| All | +20,170.4% | +377.5% | +19,792.9% | +12,771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling