+27.2%
IJR vs STRL
+906.9%
-879.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | +2.2% | +15.7% | -13.5% | -0.3% |
| 30D | +3.8% | -35.5% | +39.3% | +10.1% |
| 3M | -5.7% | -47.1% | +41.4% | +2.7% |
| 6M | +4.6% | -65.8% | +70.4% | +20.5% |
| YTD | +18.0% | -4.5% | +22.5% | +6.2% |
| 1Y | +21.8% | -10.5% | +32.3% | +10.6% |
| 3Y | +61.1% | +340.6% | -279.5% | -11.4% |
| All | +27.2% | +906.9% | -879.6% | -53.7% |
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