+166.7%
IJR vs STRL
+6,846.4%
-6,679.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -2.3% | +5.4% | -7.7% | -3.5% |
| 30D | -4.7% | -9.0% | +4.3% | -3.0% |
| 3M | +2.1% | -37.1% | +39.2% | +10.6% |
| 6M | +13.9% | +17.8% | -4.0% | +1.2% |
| YTD | +18.2% | +58.3% | -40.1% | -3.2% |
| 1Y | +21.8% | +61.0% | -39.2% | -2.5% |
| 3Y | +52.2% | +517.8% | -465.6% | -21.9% |
| 5Y | +40.1% | +2,119.0% | -2,078.9% | -52.3% |
| All | +166.7% | +6,846.4% | -6,679.7% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling