+2,022.6%
STRL vs IRM
+189.3%
+1,833.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +4.6% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -9.2% | -8.1% | -1.2% | -3.4% |
| 3M | -51.0% | -9.7% | -41.4% | -46.9% |
| 6M | +15.8% | +10.0% | +5.8% | +11.8% |
| YTD | +58.9% | +43.0% | +15.9% | +30.5% |
| 1Y | +68.5% | +32.7% | +35.8% | +45.2% |
| 3Y | +485.2% | +102.7% | +382.5% | +311.1% |
| All | +2,022.6% | +189.3% | +1,833.2% | +1,208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling