+227.8%
STRL vs IBB
+75.6%
+152.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.0% | -8.8% | -10.3% |
| 7D | -34.6% | -3.6% | -31.0% | -32.9% |
| 30D | -56.7% | +3.4% | -60.0% | -57.7% |
| 3M | -54.4% | +9.5% | -63.9% | -58.0% |
| 6M | -69.7% | +23.3% | -93.0% | -74.9% |
| YTD | -20.2% | +24.5% | -44.7% | -34.3% |
| 1Y | -40.6% | +32.9% | -73.5% | -53.3% |
| All | +227.8% | +75.6% | +152.3% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling