+1,693.8%
STRL vs IOT
+61.4%
+1,632.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.0% | +5.2% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | -9.2% | +3.8% | -13.0% | -9.9% |
| 3M | -51.0% | +14.2% | -65.2% | -52.8% |
| 6M | +15.8% | +40.1% | -24.3% | +4.8% |
| YTD | +58.9% | +13.4% | +45.5% | +49.7% |
| 1Y | +68.5% | +12.2% | +56.4% | +58.4% |
| 3Y | +485.2% | +30.0% | +455.2% | +429.4% |
| All | +1,693.8% | +61.4% | +1,632.4% | +1,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling