+3,343.4%
STX vs IJH
+184.0%
+3,159.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.5% |
| 7D | -2.3% | -1.9% | -0.4% | -0.5% |
| 30D | -5.5% | -4.6% | -0.8% | -0.7% |
| 3M | -4.3% | -1.2% | -3.1% | -2.9% |
| 6M | +115.6% | +9.4% | +106.2% | +99.6% |
| YTD | +202.2% | +13.3% | +188.9% | +171.3% |
| 1Y | +325.3% | +13.4% | +311.9% | +282.4% |
| 3Y | +1,283.9% | +50.4% | +1,233.5% | +857.1% |
| 5Y | +1,048.3% | +49.0% | +999.4% | +707.8% |
| All | +3,343.4% | +184.0% | +3,159.4% | +1,198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling