+1,158.3%
IJR vs STT
+485.4%
+672.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.2% | +0.5% | -0.6% | -0.4% |
| 30D | -2.4% | +3.9% | -6.3% | -3.8% |
| 3M | +3.9% | +20.0% | -16.0% | -3.1% |
| 6M | +12.4% | +55.3% | -42.9% | -4.9% |
| YTD | +21.5% | +53.3% | -31.8% | +3.1% |
| 1Y | +24.0% | +74.7% | -50.7% | +0.2% |
| 3Y | +49.7% | +205.8% | -156.1% | -1.7% |
| 5Y | +39.7% | +145.0% | -105.3% | -3.2% |
| 10Y | +169.0% | +266.0% | -97.0% | +56.1% |
| All | +1,158.3% | +485.4% | +672.9% | +345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling