-24.4%
STRL vs IVZ
+25.5%
-49.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.8% | +8.2% | +8.4% |
| 7D | -13.3% | +4.1% | -17.5% | -16.8% |
| 30D | -43.3% | -2.0% | -41.3% | -42.1% |
| 3M | -46.9% | -7.8% | -39.0% | -42.5% |
| 6M | -65.6% | +6.3% | -71.9% | -67.5% |
| YTD | -5.1% | +12.6% | -17.6% | -18.8% |
| All | -24.4% | +25.5% | -49.9% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling