+655.9%
STM vs IJH
+184.0%
+471.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.5% |
| 7D | -1.4% | -1.9% | +0.5% | +1.1% |
| 30D | -4.9% | -4.6% | -0.3% | +1.3% |
| 3M | -34.0% | -1.2% | -32.8% | -32.3% |
| 6M | +51.8% | +9.4% | +42.4% | +38.8% |
| YTD | +99.4% | +13.3% | +86.0% | +75.0% |
| 1Y | +99.1% | +13.4% | +85.7% | +74.7% |
| 3Y | +19.5% | +50.4% | -31.0% | -24.7% |
| 5Y | +19.5% | +49.0% | -29.5% | -21.8% |
| All | +655.9% | +184.0% | +471.8% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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