+16,706.2%
STX vs IJH
+1,091.6%
+15,614.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.9% |
| 7D | +9.6% | -0.7% | +10.3% | +10.4% |
| 30D | +10.6% | -3.8% | +14.4% | +15.7% |
| 3M | +4.8% | 0.0% | +4.8% | +5.2% |
| 6M | +137.3% | +8.8% | +128.5% | +119.1% |
| YTD | +222.5% | +13.5% | +209.0% | +185.5% |
| 1Y | +366.2% | +15.4% | +350.8% | +306.2% |
| 3Y | +1,352.9% | +50.9% | +1,302.0% | +850.2% |
| 5Y | +1,077.4% | +47.8% | +1,029.6% | +691.4% |
| 10Y | +3,621.5% | +183.1% | +3,438.4% | +1,072.8% |
| All | +16,706.2% | +1,091.6% | +15,614.6% | +902.4% |
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