+24,224.5%
STRL vs IVZ
+1,117.8%
+23,106.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.4% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -9.2% | +4.0% | -13.2% | -10.4% |
| 3M | -51.0% | +18.2% | -69.2% | -53.6% |
| 6M | +15.8% | +32.8% | -17.1% | +6.4% |
| YTD | +58.9% | +28.7% | +30.1% | +47.0% |
| 1Y | +68.5% | +55.4% | +13.1% | +46.9% |
| 3Y | +485.2% | +135.2% | +350.0% | +341.4% |
| 5Y | +2,005.1% | +64.2% | +1,940.9% | +1,644.6% |
| 10Y | +7,118.0% | +64.6% | +7,053.3% | +5,551.1% |
| All | +24,224.5% | +1,117.8% | +23,106.7% | +17,417.3% |
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