+150.3%
IJR vs STRL
+3,697.3%
-3,547.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.6% |
| 7D | +2.2% | +15.7% | -13.5% | -1.1% |
| 30D | +3.8% | -35.5% | +39.3% | +12.1% |
| 3M | -5.7% | -47.1% | +41.4% | +5.4% |
| 6M | +4.6% | -65.8% | +70.4% | +25.5% |
| YTD | +18.0% | -4.5% | +22.5% | +5.2% |
| 1Y | +21.8% | -10.5% | +32.3% | +9.7% |
| 3Y | +61.1% | +340.6% | -279.5% | -13.9% |
| 5Y | +27.3% | +911.0% | -883.7% | -49.2% |
| All | +150.3% | +3,697.3% | -3,547.0% | -31.6% |
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