-24.7%
STRL vs IP
-3.2%
-21.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -19.8% | 0.0% | -19.9% | -19.7% |
| 30D | -43.6% | +9.4% | -52.9% | -44.8% |
| 3M | -45.2% | -14.1% | -31.2% | -43.4% |
| 6M | -65.7% | +9.2% | -74.9% | -67.8% |
| YTD | -5.4% | -7.5% | +2.1% | -7.9% |
| 1Y | -24.7% | -2.8% | -21.9% | -27.3% |
| All | -24.7% | -3.2% | -21.5% | -27.3% |
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