+164.5%
IJJ vs SPY
+322.5%
-157.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.2% |
| 30D | -3.5% | -1.1% | -2.5% | -2.5% |
| 3M | +0.2% | +3.9% | -3.7% | -3.9% |
| 6M | +10.0% | +13.6% | -3.6% | -4.1% |
| YTD | +11.1% | +12.7% | -1.6% | -2.2% |
| 1Y | +11.5% | +17.5% | -6.1% | -6.2% |
| 3Y | +46.8% | +76.9% | -30.1% | -20.4% |
| 5Y | +52.6% | +83.6% | -30.9% | -20.8% |
| All | +164.5% | +322.5% | -157.9% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling