+168.1%
IJR vs STLA
+55.1%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.2% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -4.6% | +0.9% | -5.5% | -5.2% |
| 3M | +0.2% | -21.6% | +21.9% | +7.5% |
| 6M | +14.7% | -21.6% | +36.3% | +22.0% |
| YTD | +18.9% | -50.4% | +69.3% | +43.9% |
| 1Y | +19.9% | -43.6% | +63.5% | +37.4% |
| 3Y | +53.0% | -66.4% | +119.4% | +100.5% |
| 5Y | +40.9% | -62.3% | +103.2% | +71.0% |
| All | +168.1% | +55.1% | +113.0% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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