+239.2%
STRL vs IVZ
+122.1%
+117.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -2.4% | -24.5% | -25.9% |
| 30D | -52.7% | -11.2% | -41.5% | -48.6% |
| 3M | -52.8% | -14.0% | -38.9% | -47.7% |
| 6M | -71.5% | +0.5% | -71.9% | -71.4% |
| YTD | -17.4% | +5.4% | -22.9% | -19.9% |
| 1Y | -35.0% | +19.5% | -54.4% | -41.3% |
| 3Y | +239.2% | +128.7% | +110.5% | +98.8% |
| All | +239.2% | +122.1% | +117.1% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling