+52.4%
STM vs IJR
+1,153.0%
-1,100.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.4% |
| 7D | +5.8% | -0.2% | +6.0% | +6.0% |
| 30D | -1.0% | -2.4% | +1.4% | +2.1% |
| 3M | -33.3% | +3.9% | -37.2% | -35.6% |
| 6M | +57.4% | +12.4% | +45.0% | +39.9% |
| YTD | +102.2% | +21.5% | +80.7% | +64.2% |
| 1Y | +99.6% | +24.0% | +75.6% | +58.4% |
| 3Y | +14.5% | +49.7% | -35.2% | -26.8% |
| 5Y | +21.4% | +39.7% | -18.3% | -14.3% |
| 10Y | +695.0% | +169.0% | +525.9% | +149.8% |
| All | +52.4% | +1,153.0% | -1,100.6% | -94.9% |
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