+539.9%
STRL vs IOT
+30.1%
+509.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +10.1% | +2.8% | +7.3% | +9.5% |
| 30D | -8.2% | -1.8% | -6.4% | -8.0% |
| 3M | -43.7% | +17.9% | -61.6% | -46.5% |
| 6M | +27.1% | +13.5% | +13.6% | +20.1% |
| YTD | +64.0% | +13.3% | +50.7% | +53.1% |
| 1Y | +75.2% | -3.3% | +78.5% | +72.0% |
| 3Y | +539.9% | +31.3% | +508.6% | +491.7% |
| All | +539.9% | +30.1% | +509.8% | +491.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling