+3,786.6%
STRL vs IVZ
+40.3%
+3,746.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +23.4% | +5.1% | +18.3% | +20.4% |
| 30D | -39.5% | -1.6% | -38.0% | -38.8% |
| 3M | -45.1% | -9.1% | -35.9% | -42.0% |
| 6M | -64.6% | +1.8% | -66.4% | -64.7% |
| YTD | -1.5% | +10.8% | -12.4% | -5.8% |
| 1Y | -20.8% | +19.1% | -39.9% | -27.0% |
| 3Y | +353.1% | +144.4% | +208.7% | +183.2% |
| 5Y | +942.9% | +33.6% | +909.3% | +748.1% |
| All | +3,786.6% | +40.3% | +3,746.2% | +2,908.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling