+555.4%
IJH vs STLA
+252.7%
+302.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | 0.0% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | -3.1% | -2.4% | -0.8% | -2.8% |
| 3M | +1.9% | -23.9% | +25.8% | +7.5% |
| 6M | +11.0% | -24.6% | +35.6% | +16.8% |
| YTD | +14.7% | -50.5% | +65.2% | +30.4% |
| 1Y | +15.6% | -39.8% | +55.4% | +24.9% |
| 3Y | +52.5% | -65.6% | +118.2% | +81.5% |
| 5Y | +49.1% | -62.1% | +111.1% | +70.6% |
| 10Y | +177.7% | +47.8% | +129.9% | +151.5% |
| All | +555.4% | +252.7% | +302.7% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling