+504.0%
STRL vs IP
+21.5%
+482.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.1% |
| 7D | +3.4% | -5.3% | +8.7% | +5.0% |
| 30D | -9.2% | -10.9% | +1.6% | -6.3% |
| 3M | -51.0% | +11.2% | -62.2% | -53.5% |
| 6M | +15.8% | -10.2% | +26.0% | +16.4% |
| YTD | +58.9% | -2.0% | +60.9% | +54.9% |
| 1Y | +68.5% | -19.1% | +87.6% | +74.4% |
| All | +504.0% | +21.5% | +482.5% | +440.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling