+179.3%
IJH vs STLA
+55.1%
+124.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -4.6% | +0.9% | -5.6% | -5.2% |
| 3M | -1.2% | -21.6% | +20.5% | +5.5% |
| 6M | +9.4% | -21.6% | +31.0% | +16.0% |
| YTD | +13.3% | -50.4% | +63.7% | +35.6% |
| 1Y | +13.4% | -43.6% | +57.0% | +28.7% |
| 3Y | +50.4% | -66.4% | +116.8% | +93.4% |
| 5Y | +49.0% | -62.3% | +111.3% | +78.0% |
| All | +179.3% | +55.1% | +124.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling