-25.9%
STRL vs IBN
+4.2%
-30.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.8% | -25.2% | -22.4% |
| 7D | -27.1% | +8.9% | -36.0% | -29.5% |
| 30D | -45.8% | +12.6% | -58.4% | -48.8% |
| 3M | -47.6% | +3.1% | -50.7% | -48.0% |
| 6M | -46.4% | +20.6% | -67.0% | -52.7% |
| YTD | -7.4% | +5.8% | -13.1% | -17.0% |
| 1Y | -25.9% | +3.7% | -29.5% | -33.9% |
| All | -25.9% | +4.2% | -30.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling