-20.3%
STRL vs IOT
+7.0%
-27.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +5.3% |
| 7D | +7.1% | -1.3% | +8.4% | +6.6% |
| 30D | -39.4% | +1.5% | -40.9% | -39.0% |
| 3M | -43.0% | +4.8% | -47.7% | -42.0% |
| 6M | -65.0% | +45.3% | -110.3% | -62.6% |
| YTD | -0.8% | +19.2% | -19.9% | +8.9% |
| 1Y | -20.3% | +6.1% | -26.3% | -9.6% |
| All | -20.3% | +7.0% | -27.3% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling