+1,180.4%
IJJ vs SPY
+730.9%
+449.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -1.2% | -0.4% | -0.9% | -0.9% |
| 30D | -3.2% | -1.4% | -1.8% | -1.8% |
| 3M | +1.0% | +3.7% | -2.7% | -2.9% |
| 6M | +8.8% | +13.0% | -4.2% | -4.2% |
| YTD | +11.0% | +12.4% | -1.4% | -1.8% |
| 1Y | +12.9% | +18.5% | -5.6% | -5.3% |
| 3Y | +46.4% | +77.6% | -31.2% | -19.1% |
| 5Y | +50.8% | +81.7% | -30.9% | -18.9% |
| 10Y | +167.1% | +319.7% | -152.6% | -37.4% |
| All | +1,180.4% | +730.9% | +449.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling