+49.3%
IJH vs STLA
-66.9%
+116.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.5% | -3.8% | +1.3% | -1.8% |
| 30D | -5.0% | -3.1% | -1.9% | -4.6% |
| 3M | +0.5% | -19.6% | +20.2% | +4.6% |
| 6M | +8.2% | -23.5% | +31.7% | +13.2% |
| YTD | +12.4% | -51.5% | +64.0% | +28.0% |
| 1Y | +14.4% | -39.7% | +54.0% | +21.8% |
| All | +49.3% | -66.9% | +116.2% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling