+3,988.2%
STRL vs IRM
+480.4%
+3,507.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.1% | +10.9% | +12.4% |
| 7D | -13.3% | -3.8% | -9.6% | -10.8% |
| 30D | -43.3% | -3.2% | -40.1% | -41.8% |
| 3M | -46.9% | -7.8% | -39.1% | -43.4% |
| 6M | -65.6% | -12.7% | -52.9% | -61.8% |
| YTD | -5.1% | +36.7% | -41.8% | -17.7% |
| 1Y | -23.1% | +10.0% | -33.1% | -24.4% |
| 3Y | +346.8% | +107.2% | +239.6% | +216.4% |
| 5Y | +907.2% | +181.6% | +725.6% | +499.2% |
| 10Y | +3,988.2% | +481.1% | +3,507.0% | +1,666.4% |
| All | +3,988.2% | +480.4% | +3,507.7% | +1,666.4% |
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