+1,068.3%
IJH vs STT
+478.2%
+590.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.0% | +2.2% | -1.2% | +0.2% |
| 30D | -3.1% | +3.9% | -7.0% | -4.5% |
| 3M | +1.9% | +19.2% | -17.2% | -4.5% |
| 6M | +11.0% | +60.4% | -49.4% | -6.5% |
| YTD | +14.7% | +51.5% | -36.7% | -1.6% |
| 1Y | +15.6% | +76.3% | -60.7% | -6.2% |
| 3Y | +52.5% | +200.7% | -148.2% | +2.1% |
| 5Y | +49.1% | +157.5% | -108.4% | +2.8% |
| 10Y | +177.7% | +262.0% | -84.3% | +63.7% |
| All | +1,068.3% | +478.2% | +590.0% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling