+179.3%
IJH vs STT
+271.9%
-92.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.9% | -0.4% | -1.4% | -1.7% |
| 30D | -4.6% | +1.7% | -6.4% | -5.5% |
| 3M | -1.2% | +17.9% | -19.1% | -8.9% |
| 6M | +9.4% | +55.3% | -45.9% | -11.7% |
| YTD | +13.3% | +52.7% | -39.3% | -8.1% |
| 1Y | +13.4% | +75.7% | -62.3% | -14.2% |
| 3Y | +50.4% | +197.9% | -147.5% | -12.2% |
| 5Y | +49.0% | +158.8% | -109.8% | -10.9% |
| All | +179.3% | +271.9% | -92.6% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling