-25.9%
STRL vs IJH
+17.8%
-43.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.6% | -22.1% | -23.3% |
| 7D | -27.1% | +1.7% | -28.7% | -31.1% |
| 30D | -45.8% | +1.2% | -47.0% | -47.8% |
| 3M | -47.6% | -3.4% | -44.2% | -41.3% |
| 6M | -46.4% | +3.7% | -50.1% | -49.6% |
| YTD | -7.4% | +13.9% | -21.3% | -30.2% |
| 1Y | -25.9% | +17.4% | -43.3% | -47.4% |
| All | -25.9% | +17.8% | -43.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling