+1,158.3%
IJR vs STRL
+40,867.6%
-39,709.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.4% |
| 7D | -0.2% | +3.4% | -3.6% | -0.7% |
| 30D | -2.4% | -9.2% | +6.8% | -1.2% |
| 3M | +3.9% | -51.0% | +55.0% | +13.4% |
| 6M | +12.4% | +15.8% | -3.4% | +5.6% |
| YTD | +21.5% | +58.9% | -37.4% | +8.6% |
| 1Y | +24.0% | +68.5% | -44.5% | +8.9% |
| 3Y | +49.7% | +485.2% | -435.5% | +5.9% |
| 5Y | +39.7% | +2,005.1% | -1,965.4% | -18.7% |
| 10Y | +169.0% | +7,118.0% | -6,948.9% | +29.0% |
| All | +1,158.3% | +40,867.6% | -39,709.3% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling