+19.6%
STM vs IJR
+52.6%
-33.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +3.2% |
| 30D | -5.2% | -3.6% | -1.5% | -0.3% |
| 3M | -29.6% | +2.3% | -31.9% | -31.0% |
| 6M | +54.4% | +14.3% | +40.0% | +33.4% |
| YTD | +99.5% | +19.3% | +80.2% | +64.4% |
| 1Y | +100.8% | +22.6% | +78.2% | +60.1% |
| All | +19.6% | +52.6% | -33.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling