+49.3%
IJH vs STT
+194.3%
-145.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.5% | -1.4% | -1.1% | -1.8% |
| 30D | -5.0% | +2.2% | -7.2% | -6.1% |
| 3M | +0.5% | +18.8% | -18.3% | -8.4% |
| 6M | +8.2% | +57.9% | -49.7% | -15.6% |
| YTD | +12.5% | +51.0% | -38.6% | -10.6% |
| 1Y | +14.4% | +77.1% | -62.8% | -17.1% |
| All | +49.3% | +194.3% | -145.0% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling