+12,541.0%
STRL vs IVZ
+897.2%
+11,643.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -2.4% | -24.5% | -26.4% |
| 30D | -52.7% | -11.2% | -41.5% | -50.7% |
| 3M | -52.8% | -14.0% | -38.9% | -50.3% |
| 6M | -71.5% | +0.5% | -71.9% | -71.4% |
| YTD | -17.4% | +5.4% | -22.9% | -18.2% |
| 1Y | -35.0% | +19.5% | -54.4% | -38.1% |
| 3Y | +239.2% | +128.7% | +110.5% | +159.7% |
| 5Y | +830.2% | +28.8% | +801.4% | +737.7% |
| 10Y | +3,574.7% | +52.3% | +3,522.4% | +2,882.2% |
| All | +12,541.0% | +897.2% | +11,643.8% | +9,648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling