+19,359.6%
STRL vs IFF
+705.0%
+18,654.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.4% | -1.8% | +5.2% | +4.1% |
| 30D | -9.2% | -2.0% | -7.3% | -8.8% |
| 3M | -51.0% | +18.5% | -69.6% | -54.7% |
| 6M | +15.8% | +11.7% | +4.1% | +9.7% |
| YTD | +58.9% | +29.6% | +29.3% | +41.8% |
| 1Y | +68.5% | +35.0% | +33.6% | +47.3% |
| 3Y | +485.2% | +32.3% | +452.9% | +402.5% |
| 5Y | +2,005.1% | -34.6% | +2,039.7% | +2,176.9% |
| 10Y | +7,118.0% | -20.6% | +7,138.6% | +6,918.9% |
| All | +19,359.6% | +705.0% | +18,654.6% | +12,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling