+346.8%
STRL vs IOT
+68.2%
+278.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +14.5% |
| 7D | -13.3% | +0.8% | -14.1% | -13.5% |
| 30D | -43.3% | +1.6% | -45.0% | -43.6% |
| 3M | -46.9% | +3.3% | -50.2% | -47.5% |
| 6M | -65.6% | +42.0% | -107.6% | -69.1% |
| YTD | -5.1% | +19.1% | -24.2% | -12.4% |
| 1Y | -23.1% | +8.8% | -31.8% | -26.9% |
| 3Y | +346.8% | +79.2% | +267.6% | +285.6% |
| All | +346.8% | +68.2% | +278.6% | +285.6% |
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 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