+1,751.8%
STRL vs IOT
+61.2%
+1,690.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.2% |
| 7D | +10.1% | +2.8% | +7.3% | +9.6% |
| 30D | -8.2% | -1.8% | -6.4% | -8.0% |
| 3M | -43.7% | +17.9% | -61.6% | -46.1% |
| 6M | +27.1% | +13.5% | +13.6% | +21.0% |
| YTD | +64.0% | +13.3% | +50.7% | +54.6% |
| 1Y | +75.2% | -3.3% | +78.5% | +70.6% |
| 3Y | +539.9% | +31.3% | +508.6% | +478.2% |
| All | +1,751.8% | +61.2% | +1,690.5% | +1,395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling