+673.8%
STX vs IJR
+61.8%
+612.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.2% | +12.4% | +12.5% |
| 30D | -26.0% | +3.8% | -29.8% | -28.0% |
| 3M | -42.6% | -5.7% | -36.9% | -39.0% |
| 6M | -35.3% | +4.6% | -39.9% | -37.5% |
| YTD | +92.5% | +18.0% | +74.5% | +67.6% |
| 1Y | +102.4% | +21.8% | +80.6% | +71.8% |
| 3Y | +673.8% | +61.1% | +612.7% | +454.2% |
| All | +673.8% | +61.8% | +612.0% | +454.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling