+35,281.1%
STRL vs IRM
+9,964.6%
+25,316.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +5.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -9.2% | -8.1% | -1.2% | -6.0% |
| 3M | -51.0% | -9.7% | -41.4% | -48.7% |
| 6M | +15.8% | +10.0% | +5.8% | +13.4% |
| YTD | +58.9% | +43.0% | +15.9% | +41.1% |
| 1Y | +68.5% | +32.7% | +35.8% | +54.4% |
| 3Y | +485.2% | +102.7% | +382.5% | +365.6% |
| 5Y | +2,005.1% | +187.6% | +1,817.5% | +1,365.7% |
| 10Y | +7,118.0% | +420.1% | +6,697.8% | +3,918.9% |
| All | +35,281.1% | +9,964.6% | +25,316.5% | +8,646.8% |
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