+3,877.5%
STRL vs IBB
+130.8%
+3,746.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -19.8% | +0.8% | -20.6% | -20.2% |
| 30D | -43.6% | +5.2% | -48.7% | -45.4% |
| 3M | -45.2% | +8.6% | -53.8% | -48.5% |
| 6M | -65.7% | +27.8% | -93.5% | -71.4% |
| YTD | -5.4% | +28.8% | -34.2% | -21.0% |
| 1Y | -24.7% | +36.4% | -61.1% | -39.3% |
| 3Y | +335.0% | +89.3% | +245.7% | +182.8% |
| 5Y | +915.3% | +43.3% | +872.0% | +675.7% |
| 10Y | +3,877.5% | +130.6% | +3,746.8% | +2,205.7% |
| All | +3,877.5% | +130.8% | +3,746.7% | +2,205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling