+548.3%
IJR vs STLA
+150.0%
+398.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.2% | -13.8% | +15.9% | +5.5% |
| 30D | +3.8% | -10.5% | +14.4% | +6.1% |
| 3M | -5.7% | -28.9% | +23.1% | +0.9% |
| 6M | +4.6% | -49.7% | +54.4% | +20.6% |
| YTD | +18.0% | -64.9% | +82.9% | +45.2% |
| 1Y | +21.8% | -64.0% | +85.8% | +48.7% |
| 3Y | +61.1% | -77.4% | +138.5% | +112.4% |
| 5Y | +27.3% | -74.4% | +101.8% | +60.0% |
| 10Y | +154.1% | -6.4% | +160.5% | +149.9% |
| All | +548.3% | +150.0% | +398.3% | +497.4% |
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