+2,133.0%
STRL vs IVZ
+63.4%
+2,069.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +4.5% |
| 7D | +10.1% | +1.1% | +9.0% | +9.3% |
| 30D | -8.2% | +3.1% | -11.3% | -9.8% |
| 3M | -43.7% | +18.2% | -61.9% | -48.8% |
| 6M | +27.1% | +38.6% | -11.5% | +7.2% |
| YTD | +64.0% | +25.9% | +38.1% | +44.3% |
| 1Y | +75.2% | +51.7% | +23.5% | +40.1% |
| 3Y | +539.9% | +138.7% | +401.3% | +293.8% |
| 5Y | +2,133.0% | +62.8% | +2,070.2% | +1,504.5% |
| All | +2,133.0% | +63.4% | +2,069.6% | +1,504.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling