+465.1%
STM vs IJR
+151.4%
+313.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.2% | +9.8% | +9.4% |
| 30D | -0.4% | +3.8% | -4.2% | -4.1% |
| 3M | -13.2% | -5.7% | -7.4% | -6.4% |
| 6M | -26.1% | +4.6% | -30.7% | -28.3% |
| YTD | +81.2% | +18.0% | +63.2% | +55.1% |
| 1Y | +98.3% | +21.8% | +76.5% | +64.0% |
| 3Y | +16.7% | +61.1% | -44.4% | -28.2% |
| 5Y | -4.8% | +27.3% | -32.2% | -23.5% |
| All | +465.1% | +151.4% | +313.7% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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