+36.3%
IJR vs S
-57.1%
+93.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.6% | -11.4% | +6.8% | -3.2% |
| 3M | +0.2% | +33.8% | -33.6% | -4.3% |
| 6M | +14.7% | +39.5% | -24.8% | +8.2% |
| YTD | +18.9% | +31.7% | -12.8% | +12.8% |
| 1Y | +19.9% | +7.0% | +13.0% | +16.9% |
| 3Y | +53.0% | +11.8% | +41.3% | +45.3% |
| 5Y | +40.9% | -69.0% | +109.9% | +40.8% |
| All | +36.3% | -57.1% | +93.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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