+42,190.5%
STRL vs IJH
+1,068.3%
+41,122.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.9% |
| 7D | +10.1% | +1.0% | +9.1% | +8.9% |
| 30D | -8.2% | -3.1% | -5.1% | -4.9% |
| 3M | -43.7% | +1.9% | -45.6% | -44.3% |
| 6M | +27.1% | +11.0% | +16.1% | +17.8% |
| YTD | +64.0% | +14.7% | +49.3% | +47.4% |
| 1Y | +75.2% | +15.6% | +59.6% | +58.1% |
| 3Y | +539.9% | +52.5% | +487.4% | +358.9% |
| 5Y | +2,133.0% | +49.1% | +2,083.9% | +1,553.1% |
| 10Y | +7,178.3% | +177.7% | +7,000.6% | +3,152.5% |
| All | +42,190.5% | +1,068.3% | +41,122.3% | +9,178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling