+47.8%
IJH vs STT
+153.4%
-105.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | -5.0% | +2.2% | -7.2% | -6.0% |
| 3M | +0.5% | +18.8% | -18.3% | -7.5% |
| 6M | +8.2% | +57.9% | -49.7% | -13.0% |
| YTD | +12.5% | +51.0% | -38.6% | -8.0% |
| 1Y | +14.4% | +77.1% | -62.8% | -13.3% |
| 3Y | +49.5% | +199.8% | -150.3% | -11.8% |
| 5Y | +47.8% | +156.0% | -108.2% | -11.9% |
| All | +47.8% | +153.4% | -105.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling