+3,667.9%
STRL vs IRM
+520.0%
+3,147.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.6% |
| 7D | +15.7% | +6.8% | +8.9% | +11.2% |
| 30D | -35.5% | +2.6% | -38.1% | -36.2% |
| 3M | -47.1% | -9.5% | -37.7% | -43.1% |
| 6M | -65.8% | -8.5% | -57.3% | -63.1% |
| YTD | -4.5% | +40.3% | -44.8% | -18.7% |
| 1Y | -10.5% | +28.7% | -39.2% | -19.8% |
| 3Y | +340.6% | +111.8% | +228.8% | +206.8% |
| 5Y | +911.0% | +189.1% | +721.9% | +489.5% |
| All | +3,667.9% | +520.0% | +3,147.9% | +1,450.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling