+2,119.0%
STRL vs IJH
+45.7%
+2,073.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -0.7% |
| 7D | +5.4% | -2.5% | +7.9% | +9.5% |
| 30D | -9.0% | -5.0% | -4.0% | -1.3% |
| 3M | -37.1% | +0.5% | -37.6% | -36.8% |
| 6M | +17.8% | +8.2% | +9.6% | +9.7% |
| YTD | +58.3% | +12.5% | +45.9% | +40.5% |
| 1Y | +61.0% | +14.4% | +46.6% | +41.6% |
| 3Y | +517.8% | +49.5% | +468.3% | +314.8% |
| 5Y | +2,119.0% | +47.8% | +2,071.2% | +1,420.7% |
| All | +2,119.0% | +45.7% | +2,073.4% | +1,420.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling