+99.1%
STM vs IJH
+14.9%
+84.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | -0.1% |
| 7D | -1.4% | -1.9% | +0.5% | +2.6% |
| 30D | -4.9% | -4.6% | -0.3% | +5.3% |
| 3M | -34.0% | -1.2% | -32.8% | -31.4% |
| 6M | +51.8% | +9.4% | +42.4% | +34.7% |
| YTD | +99.4% | +13.3% | +86.0% | +70.1% |
| 1Y | +99.1% | +13.4% | +85.7% | +70.3% |
| All | +99.1% | +14.9% | +84.2% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling