+75.2%
STRL vs IBN
-6.3%
+81.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +4.1% |
| 7D | +10.1% | -2.2% | +12.3% | +10.9% |
| 30D | -8.2% | -2.3% | -5.9% | -7.5% |
| 3M | -43.7% | +15.9% | -59.6% | -47.7% |
| 6M | +27.1% | +5.6% | +21.5% | +18.9% |
| YTD | +64.0% | -0.1% | +64.1% | +52.2% |
| 1Y | +75.2% | -6.5% | +81.7% | +60.8% |
| All | +75.2% | -6.3% | +81.5% | +60.8% |
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