+1,048.0%
STX vs IJH
+48.0%
+1,000.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.6% |
| 7D | -2.3% | -1.9% | -0.4% | -0.2% |
| 30D | -5.5% | -4.6% | -0.8% | -0.1% |
| 3M | -4.3% | -1.2% | -3.1% | -2.7% |
| 6M | +115.6% | +9.4% | +106.2% | +97.4% |
| YTD | +202.2% | +13.3% | +188.9% | +167.2% |
| 1Y | +325.3% | +13.4% | +311.9% | +276.7% |
| 3Y | +1,283.9% | +50.4% | +1,233.5% | +811.3% |
| All | +1,048.0% | +48.0% | +1,000.1% | +668.3% |
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