+340.6%
STRL vs IRM
+112.1%
+228.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.4% |
| 7D | +15.7% | +6.8% | +8.9% | +9.1% |
| 30D | -35.5% | +2.6% | -38.1% | -36.7% |
| 3M | -47.1% | -9.5% | -37.7% | -41.5% |
| 6M | -65.8% | -8.5% | -57.3% | -62.2% |
| YTD | -4.5% | +40.3% | -44.8% | -23.2% |
| 1Y | -10.5% | +28.7% | -39.2% | -23.1% |
| 3Y | +340.6% | +111.8% | +228.8% | +196.4% |
| All | +340.6% | +112.1% | +228.5% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling