-30.6%
STRL vs IRE
-97.2%
+66.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +39.6% | -36.1% | -5.6% |
| 7D | -26.9% | -27.2% | +0.3% | -23.1% |
| 30D | -52.7% | -75.1% | +22.5% | -38.5% |
| 3M | -52.8% | -77.9% | +25.0% | -39.1% |
| 6M | -71.5% | -94.6% | +23.1% | -56.2% |
| YTD | -17.4% | -91.5% | +74.1% | +2.7% |
| 1Y | -35.0% | -97.8% | +62.9% | +5.0% |
| All | -30.6% | -97.2% | +66.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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