+68.5%
STRL vs IP
-18.9%
+87.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.3% |
| 7D | +3.4% | -5.3% | +8.7% | +4.6% |
| 30D | -9.2% | -10.9% | +1.6% | -7.0% |
| 3M | -51.0% | +11.2% | -62.2% | -53.5% |
| 6M | +15.8% | -10.2% | +26.0% | +12.0% |
| YTD | +58.9% | -2.0% | +60.9% | +53.5% |
| 1Y | +68.5% | -19.1% | +87.6% | +69.7% |
| All | +68.5% | -18.9% | +87.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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