+17.7%
STM vs IJH
+45.7%
-28.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -0.2% |
| 7D | -1.1% | -2.5% | +1.4% | +2.7% |
| 30D | -7.8% | -5.0% | -2.8% | -0.4% |
| 3M | -28.2% | +0.5% | -28.7% | -27.8% |
| 6M | +52.0% | +8.2% | +43.7% | +39.7% |
| YTD | +96.4% | +12.4% | +83.9% | +72.1% |
| 1Y | +98.8% | +14.4% | +84.5% | +70.1% |
| 3Y | +18.3% | +49.5% | -31.2% | -28.6% |
| 5Y | +17.7% | +47.8% | -30.1% | -25.6% |
| All | +17.7% | +45.7% | -28.0% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling