+3,343.4%
STX vs IJR
+172.1%
+3,171.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -4.2% |
| 7D | -2.3% | -2.2% | -0.1% | -0.4% |
| 30D | -5.5% | -4.6% | -0.9% | -1.4% |
| 3M | -4.3% | +0.2% | -4.5% | -4.6% |
| 6M | +115.6% | +14.7% | +100.9% | +92.3% |
| YTD | +202.2% | +18.9% | +183.3% | +161.7% |
| 1Y | +325.3% | +19.9% | +305.4% | +265.8% |
| 3Y | +1,283.9% | +53.0% | +1,230.9% | +858.2% |
| 5Y | +1,048.3% | +40.9% | +1,007.5% | +757.4% |
| All | +3,343.4% | +172.1% | +3,171.4% | +1,389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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