+9,929.9%
STX vs IJR
+1,047.5%
+8,882.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.1% |
| 3M | -42.6% | -5.7% | -36.9% | -38.9% |
| 6M | -35.3% | +4.6% | -39.9% | -37.7% |
| YTD | +92.5% | +18.0% | +74.5% | +66.2% |
| 1Y | +102.4% | +21.8% | +80.6% | +69.7% |
| 3Y | +673.8% | +61.1% | +612.7% | +391.4% |
| 5Y | +463.1% | +27.3% | +435.7% | +347.9% |
| 10Y | +2,014.6% | +154.1% | +1,860.5% | +717.9% |
| All | +9,929.9% | +1,047.5% | +8,882.3% | +651.8% |
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