-24.4%
STRL vs IBN
+14.7%
-39.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.7% | +13.3% | +14.7% |
| 7D | -13.3% | +14.6% | -28.0% | -15.6% |
| 30D | -43.3% | +23.5% | -66.9% | -47.0% |
| 3M | -46.9% | +14.0% | -60.9% | -48.1% |
| 6M | -65.6% | +31.1% | -96.7% | -69.7% |
| YTD | -5.1% | +16.6% | -21.7% | -16.1% |
| All | -24.4% | +14.7% | -39.1% | -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