+18,286.9%
STRL vs IRM
+9,145.3%
+9,141.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | -26.9% | -8.6% | -18.3% | -24.1% |
| 30D | -52.7% | -8.0% | -44.7% | -50.9% |
| 3M | -52.8% | -12.0% | -40.9% | -50.0% |
| 6M | -71.5% | -18.2% | -53.3% | -68.7% |
| YTD | -17.4% | +31.4% | -48.8% | -23.7% |
| 1Y | -35.0% | +9.2% | -44.1% | -35.4% |
| 3Y | +239.2% | +94.6% | +144.6% | +176.5% |
| 5Y | +830.2% | +170.2% | +660.0% | +569.3% |
| 10Y | +3,574.7% | +464.3% | +3,110.4% | +1,926.1% |
| All | +18,286.9% | +9,145.3% | +9,141.6% | +4,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling