+27,824.6%
STRL vs IBB
+554.8%
+27,269.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.0% | -8.8% | -11.3% |
| 7D | -34.6% | -3.6% | -31.0% | -33.4% |
| 30D | -56.7% | +3.4% | -60.0% | -57.4% |
| 3M | -54.4% | +9.5% | -63.9% | -56.8% |
| 6M | -69.7% | +23.3% | -93.0% | -73.0% |
| YTD | -20.2% | +24.5% | -44.7% | -29.0% |
| 1Y | -40.6% | +32.9% | -73.5% | -48.8% |
| 3Y | +221.7% | +76.6% | +145.1% | +140.8% |
| 5Y | +799.0% | +35.5% | +763.5% | +659.6% |
| 10Y | +3,451.5% | +156.7% | +3,294.7% | +2,117.3% |
| All | +27,824.6% | +554.8% | +27,269.7% | +9,659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling