+14,433.5%
STRL vs IVZ
+964.6%
+13,468.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.8% | +8.2% | +12.7% |
| 7D | -13.3% | +4.1% | -17.5% | -14.5% |
| 30D | -43.3% | -2.0% | -41.3% | -42.8% |
| 3M | -46.9% | -7.8% | -39.0% | -45.2% |
| 6M | -65.6% | +6.3% | -71.9% | -66.1% |
| YTD | -5.1% | +12.6% | -17.6% | -7.8% |
| 1Y | -23.1% | +27.6% | -50.7% | -28.3% |
| 3Y | +346.8% | +154.0% | +192.8% | +230.9% |
| 5Y | +907.2% | +37.3% | +869.9% | +789.1% |
| 10Y | +3,988.2% | +50.5% | +3,937.6% | +3,217.2% |
| All | +14,433.5% | +964.6% | +13,468.9% | +10,883.4% |
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