+539.5%
STRL vs IJH
+50.0%
+489.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | +0.6% |
| 7D | +8.2% | -0.7% | +8.9% | +9.7% |
| 30D | -6.3% | -3.8% | -2.5% | +1.4% |
| 3M | -41.2% | 0.0% | -41.2% | -40.4% |
| 6M | +20.4% | +8.8% | +11.6% | +8.5% |
| YTD | +61.7% | +13.5% | +48.2% | +36.2% |
| 1Y | +72.7% | +15.4% | +57.3% | +43.8% |
| All | +539.5% | +50.0% | +489.5% | +303.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling