+3,988.2%
STRL vs IBB
+139.6%
+3,848.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.8% | +12.2% | +13.1% |
| 7D | -13.3% | +2.7% | -16.1% | -14.7% |
| 30D | -43.3% | +6.3% | -49.7% | -45.5% |
| 3M | -46.9% | +11.1% | -57.9% | -50.9% |
| 6M | -65.6% | +29.2% | -94.8% | -71.5% |
| YTD | -5.1% | +30.2% | -35.3% | -21.2% |
| 1Y | -23.1% | +39.5% | -62.6% | -38.9% |
| 3Y | +346.8% | +92.3% | +254.5% | +187.5% |
| 5Y | +907.2% | +43.0% | +864.2% | +670.2% |
| 10Y | +3,988.2% | +137.1% | +3,851.1% | +2,274.5% |
| All | +3,988.2% | +139.6% | +3,848.6% | +2,274.5% |
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