+17,056.4%
STX vs IJR
+1,072.9%
+15,983.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +7.2% |
| 7D | +10.7% | +0.9% | +9.8% | +9.7% |
| 30D | +11.3% | -3.1% | +14.4% | +14.9% |
| 3M | +3.2% | +4.4% | -1.2% | -1.1% |
| 6M | +157.0% | +16.1% | +140.8% | +123.9% |
| YTD | +229.2% | +20.6% | +208.6% | +176.9% |
| 1Y | +381.8% | +22.9% | +359.0% | +298.3% |
| 3Y | +1,383.2% | +55.2% | +1,328.0% | +867.6% |
| 5Y | +1,144.9% | +41.1% | +1,103.8% | +793.3% |
| 10Y | +3,676.0% | +167.0% | +3,509.1% | +1,282.6% |
| All | +17,056.4% | +1,072.9% | +15,983.4% | +1,152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling