+7,178.3%
STRL vs IRM
+407.3%
+6,771.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | +10.1% | +1.6% | +8.5% | +9.0% |
| 30D | -8.2% | -4.2% | -4.0% | -5.5% |
| 3M | -43.7% | -5.4% | -38.3% | -41.4% |
| 6M | +27.1% | +12.0% | +15.1% | +21.9% |
| YTD | +64.0% | +42.0% | +21.9% | +37.8% |
| 1Y | +75.2% | +29.9% | +45.3% | +55.0% |
| 3Y | +539.9% | +104.4% | +435.6% | +353.1% |
| 5Y | +2,133.0% | +191.0% | +1,942.0% | +1,199.4% |
| 10Y | +7,178.3% | +417.1% | +6,761.2% | +3,188.1% |
| All | +7,178.3% | +407.3% | +6,771.0% | +3,188.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling