+7,161.0%
STRL vs IP
+23.2%
+7,137.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.6% |
| 7D | +3.4% | -5.3% | +8.7% | +6.3% |
| 30D | -9.2% | -10.9% | +1.6% | -3.9% |
| 3M | -51.0% | +11.2% | -62.2% | -54.9% |
| 6M | +15.8% | -10.2% | +26.0% | +18.5% |
| YTD | +58.9% | -2.0% | +60.9% | +53.1% |
| 1Y | +68.5% | -19.1% | +87.6% | +78.6% |
| 3Y | +485.2% | +20.9% | +464.4% | +352.3% |
| 5Y | +2,005.1% | -17.8% | +2,022.9% | +1,958.5% |
| All | +7,161.0% | +23.2% | +7,137.9% | +4,756.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling