+1,725.8%
STRL vs IOT
+55.2%
+1,670.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.8% |
| 7D | +8.2% | +5.1% | +3.2% | +7.4% |
| 30D | -6.3% | -3.0% | -3.3% | -6.0% |
| 3M | -41.2% | +15.0% | -56.2% | -43.5% |
| 6M | +20.4% | +13.1% | +7.2% | +14.5% |
| YTD | +61.7% | +9.0% | +52.7% | +53.3% |
| 1Y | +72.7% | +0.1% | +72.6% | +66.7% |
| 3Y | +530.9% | +26.4% | +504.5% | +473.5% |
| All | +1,725.8% | +55.2% | +1,670.6% | +1,382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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