+53.0%
IJR vs SBAC
-9.4%
+62.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | -4.6% | +2.0% | -6.6% | -4.9% |
| 3M | +0.2% | -8.3% | +8.5% | +1.4% |
| 6M | +14.7% | +0.3% | +14.4% | +14.0% |
| YTD | +18.9% | -2.2% | +21.1% | +18.5% |
| 1Y | +19.9% | -4.6% | +24.6% | +20.2% |
| 3Y | +53.0% | -8.3% | +61.3% | +51.9% |
| All | +53.0% | -9.4% | +62.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling