+168.1%
IJR vs STT
+271.9%
-103.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -2.2% | -0.4% | -1.7% | -2.0% |
| 30D | -4.6% | +1.7% | -6.3% | -5.5% |
| 3M | +0.2% | +17.9% | -17.7% | -8.1% |
| 6M | +14.7% | +55.3% | -40.6% | -8.5% |
| YTD | +18.9% | +52.7% | -33.8% | -4.7% |
| 1Y | +19.9% | +75.7% | -55.7% | -10.6% |
| 3Y | +53.0% | +197.9% | -144.9% | -12.8% |
| 5Y | +40.9% | +158.8% | -117.9% | -17.8% |
| All | +168.1% | +271.9% | -103.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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