+21.1%
STM vs IJR
+39.8%
-18.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +3.1% |
| 30D | -5.2% | -3.6% | -1.5% | -0.5% |
| 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% | +64.2% |
| 1Y | +100.8% | +22.6% | +78.2% | +59.8% |
| 3Y | +20.2% | +53.5% | -33.4% | -27.6% |
| 5Y | +21.1% | +39.9% | -18.8% | -16.3% |
| All | +21.1% | +39.8% | -18.7% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling