+3,541.4%
STRL vs IP
+25.2%
+3,516.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.0% | -9.9% | -11.8% |
| 7D | -34.6% | -5.0% | -29.6% | -33.0% |
| 30D | -56.7% | +6.5% | -63.2% | -58.3% |
| 3M | -54.4% | -18.0% | -36.4% | -50.0% |
| 6M | -69.7% | +10.3% | -80.0% | -72.2% |
| YTD | -20.2% | -9.9% | -10.3% | -20.4% |
| 1Y | -40.6% | -1.1% | -39.5% | -44.1% |
| 3Y | +221.7% | +13.0% | +208.7% | +155.1% |
| 5Y | +799.0% | -12.3% | +811.2% | +724.3% |
| All | +3,541.4% | +25.2% | +3,516.2% | +2,234.8% |
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