+17.4%
IJH vs STT
+53.6%
-36.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +1.2% | -1.7% | +2.9% | +1.8% |
| 3M | -3.4% | -6.4% | +2.9% | -1.3% |
| 6M | +3.7% | +17.7% | -14.0% | -3.8% |
| YTD | +13.9% | +36.9% | -23.0% | -2.8% |
| 1Y | +17.4% | +52.0% | -34.6% | -6.3% |
| All | +17.4% | +53.6% | -36.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling