+35.8%
STM vs IJR
+1,116.9%
-1,081.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.8% |
| 7D | +16.3% | +2.3% | +14.0% | +13.3% |
| 30D | -6.3% | +2.2% | -8.5% | -8.2% |
| 3M | -14.1% | -5.3% | -8.8% | -7.6% |
| 6M | -19.6% | +4.3% | -23.8% | -21.9% |
| YTD | +80.1% | +18.0% | +62.1% | +52.5% |
| 1Y | +95.4% | +19.2% | +76.1% | +63.4% |
| 3Y | +14.7% | +61.1% | -46.4% | -32.2% |
| 5Y | -5.4% | +27.3% | -32.7% | -24.9% |
| 10Y | +465.5% | +154.1% | +311.4% | +92.5% |
| All | +35.8% | +1,116.9% | -1,081.1% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling