+325.3%
STX vs IJR
+21.9%
+303.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -4.4% |
| 7D | -2.3% | -2.2% | -0.1% | +0.3% |
| 30D | -5.5% | -4.6% | -0.9% | +0.1% |
| 3M | -4.3% | +0.2% | -4.5% | -4.8% |
| 6M | +115.6% | +14.7% | +100.9% | +81.9% |
| YTD | +202.2% | +18.9% | +183.3% | +144.4% |
| 1Y | +325.3% | +19.9% | +305.4% | +245.9% |
| All | +325.3% | +21.9% | +303.4% | +245.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling