+24.0%
IJR vs STRL
+76.3%
-52.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.1% |
| 7D | -0.2% | +3.4% | -3.6% | -0.4% |
| 30D | -2.4% | -9.2% | +6.8% | -1.7% |
| 3M | +3.9% | -51.0% | +55.0% | +9.5% |
| 6M | +12.4% | +15.8% | -3.4% | +6.3% |
| YTD | +21.5% | +58.9% | -37.4% | +9.5% |
| 1Y | +24.0% | +68.5% | -44.5% | +8.9% |
| All | +24.0% | +76.3% | -52.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling