+567.6%
IJR vs STLA
+263.8%
+303.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -0.2% | +2.6% | -2.7% | -0.8% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | +3.9% | -24.8% | +28.7% | +10.2% |
| 6M | +12.4% | -25.6% | +38.0% | +19.0% |
| YTD | +21.5% | -48.9% | +70.4% | +38.4% |
| 1Y | +24.0% | -38.8% | +62.7% | +34.3% |
| 3Y | +49.7% | -64.5% | +114.2% | +79.3% |
| 5Y | +39.7% | -62.4% | +102.1% | +61.9% |
| 10Y | +169.0% | +55.4% | +113.6% | +140.8% |
| All | +567.6% | +263.8% | +303.8% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling