+52.2%
IJR vs STLA
-66.9%
+119.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.3% | -3.8% | +1.5% | -1.5% |
| 30D | -4.7% | -3.1% | -1.6% | -4.2% |
| 3M | +2.1% | -19.6% | +21.8% | +6.7% |
| 6M | +13.9% | -23.5% | +37.3% | +19.7% |
| YTD | +18.2% | -51.5% | +69.7% | +36.9% |
| 1Y | +21.8% | -39.7% | +61.5% | +31.1% |
| All | +52.2% | -66.9% | +119.1% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling