+46.9%
IJH vs STLA
-63.7%
+110.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.5% | -3.8% | +1.3% | -1.5% |
| 30D | -5.0% | -3.1% | -1.9% | -4.5% |
| 3M | +0.5% | -19.6% | +20.2% | +5.8% |
| 6M | +8.2% | -23.5% | +31.7% | +14.7% |
| YTD | +12.5% | -51.5% | +64.0% | +33.1% |
| 1Y | +14.4% | -39.7% | +54.0% | +24.8% |
| 3Y | +49.5% | -66.3% | +115.8% | +87.4% |
| All | +46.9% | -63.7% | +110.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling