+40.1%
IJR vs STT
+153.4%
-113.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.3% | -1.4% | -1.0% | -1.7% |
| 30D | -4.7% | +2.2% | -6.9% | -5.8% |
| 3M | +2.1% | +18.8% | -16.7% | -6.4% |
| 6M | +13.9% | +57.9% | -44.1% | -9.4% |
| YTD | +18.2% | +51.0% | -32.8% | -4.2% |
| 1Y | +21.8% | +77.1% | -55.3% | -8.9% |
| 3Y | +52.2% | +199.8% | -147.7% | -11.5% |
| 5Y | +40.1% | +156.0% | -115.8% | -18.1% |
| All | +40.1% | +153.4% | -113.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling