+53.6%
IJR vs STRL
+526.3%
-472.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -1.1% | +8.2% | -9.3% | -2.1% |
| 30D | -3.6% | -6.3% | +2.7% | -3.0% |
| 3M | +2.3% | -41.2% | +43.5% | +8.5% |
| 6M | +14.3% | +20.4% | -6.0% | +5.4% |
| YTD | +19.3% | +61.7% | -42.4% | +3.7% |
| 1Y | +22.6% | +72.7% | -50.1% | +3.9% |
| All | +53.6% | +526.3% | -472.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling