-25.9%
STRL vs IRM
+19.5%
-45.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -23.5% |
| 7D | -27.1% | +2.6% | -29.6% | -29.6% |
| 30D | -45.8% | +5.6% | -51.4% | -49.3% |
| 3M | -47.6% | -4.7% | -42.9% | -44.5% |
| 6M | -46.4% | -6.1% | -40.3% | -41.1% |
| YTD | -7.4% | +46.3% | -53.7% | -31.3% |
| 1Y | -25.9% | +18.7% | -44.6% | -34.3% |
| All | -25.9% | +19.5% | -45.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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