+75.2%
STRL vs IRM
+31.5%
+43.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.0% |
| 7D | +10.1% | +1.6% | +8.5% | +8.0% |
| 30D | -8.2% | -4.2% | -4.0% | -3.3% |
| 3M | -43.7% | -5.4% | -38.3% | -39.9% |
| 6M | +27.1% | +12.0% | +15.1% | +20.9% |
| YTD | +64.0% | +42.0% | +21.9% | +28.6% |
| 1Y | +75.2% | +29.9% | +45.3% | +48.6% |
| All | +75.2% | +31.5% | +43.7% | +48.6% |
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