+39.9%
IJR vs STRL
+2,102.6%
-2,062.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -1.1% | +8.2% | -9.3% | -2.4% |
| 30D | -3.6% | -6.3% | +2.7% | -2.8% |
| 3M | +2.3% | -41.2% | +43.5% | +10.3% |
| 6M | +14.3% | +20.4% | -6.0% | +3.1% |
| YTD | +19.3% | +61.7% | -42.4% | 0.0% |
| 1Y | +22.6% | +72.7% | -50.1% | -0.5% |
| 3Y | +53.5% | +530.9% | -477.4% | -17.8% |
| 5Y | +39.9% | +2,125.4% | -2,085.5% | -55.7% |
| All | +39.9% | +2,102.6% | -2,062.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling