+1,092.8%
STX vs IJR
+38.0%
+1,054.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.8% |
| 7D | +8.0% | -2.3% | +10.3% | +10.4% |
| 30D | +5.1% | -4.7% | +9.8% | +10.2% |
| 3M | +5.8% | +2.1% | +3.6% | +3.5% |
| 6M | +124.9% | +13.9% | +111.1% | +99.6% |
| YTD | +213.9% | +18.2% | +195.7% | +169.2% |
| 1Y | +350.4% | +21.8% | +328.6% | +275.9% |
| 3Y | +1,314.2% | +52.2% | +1,262.0% | +839.5% |
| 5Y | +1,092.8% | +40.1% | +1,052.7% | +744.7% |
| All | +1,092.8% | +38.0% | +1,054.8% | +744.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling