+1,337.5%
STX vs IJH
+48.6%
+1,289.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -1.5% |
| 7D | +8.0% | -2.5% | +10.5% | +11.3% |
| 30D | +5.1% | -5.0% | +10.1% | +12.0% |
| 3M | +5.8% | +0.5% | +5.2% | +5.7% |
| 6M | +124.9% | +8.2% | +116.7% | +108.1% |
| YTD | +213.9% | +12.4% | +201.5% | +179.8% |
| 1Y | +350.4% | +14.4% | +336.0% | +295.5% |
| All | +1,337.5% | +48.6% | +1,289.0% | +931.2% |
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