+52.4%
STM vs IJH
+1,075.9%
-1,023.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.7% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -1.0% | -1.5% | +0.5% | +1.3% |
| 3M | -33.3% | +0.8% | -34.0% | -33.0% |
| 6M | +57.4% | +7.6% | +49.8% | +46.5% |
| YTD | +102.2% | +15.5% | +86.7% | +71.8% |
| 1Y | +99.6% | +16.9% | +82.7% | +66.8% |
| 3Y | +14.5% | +48.1% | -33.5% | -28.6% |
| 5Y | +21.4% | +47.8% | -26.4% | -22.5% |
| 10Y | +695.0% | +178.6% | +516.4% | +120.1% |
| All | +52.4% | +1,075.9% | -1,023.4% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling