+539.5%
STRL vs IFF
+30.1%
+509.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +8.2% | -3.0% | +11.2% | +9.0% |
| 30D | -6.3% | -0.9% | -5.4% | -6.2% |
| 3M | -41.2% | +11.8% | -53.0% | -43.6% |
| 6M | +20.4% | +16.5% | +3.8% | +13.7% |
| YTD | +61.7% | +26.5% | +35.2% | +49.8% |
| 1Y | +72.7% | +32.7% | +40.0% | +57.3% |
| All | +539.5% | +30.1% | +509.4% | +468.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling