+7,285.0%
STRL vs IFF
-20.3%
+7,305.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | +5.0% | -3.2% | +8.2% | +6.2% |
| 30D | -6.9% | -0.3% | -6.6% | -7.0% |
| 3M | -39.1% | +8.4% | -47.5% | -41.6% |
| 6M | +21.5% | +23.0% | -1.5% | +11.6% |
| YTD | +66.9% | +25.5% | +41.4% | +51.2% |
| 1Y | +61.6% | +29.1% | +32.6% | +44.2% |
| 3Y | +560.0% | +31.7% | +528.3% | +468.0% |
| 5Y | +2,238.9% | -35.2% | +2,274.1% | +2,538.5% |
| All | +7,285.0% | -20.3% | +7,305.2% | +7,415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling