+784.6%
STRL vs IBN
+68.5%
+716.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.9% |
| 7D | -26.9% | +15.1% | -42.0% | -31.3% |
| 30D | -52.7% | +21.6% | -74.3% | -56.7% |
| 3M | -52.8% | +11.2% | -64.0% | -55.2% |
| 6M | -71.5% | +27.8% | -99.2% | -74.6% |
| YTD | -17.4% | +14.7% | -32.1% | -23.2% |
| 1Y | -35.0% | +14.4% | -49.4% | -39.5% |
| 3Y | +239.2% | +52.1% | +187.1% | +165.0% |
| All | +784.6% | +68.5% | +716.1% | +527.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling