+1,158.3%
IJR vs SBAC
+457.8%
+700.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -2.4% | +6.9% | -9.3% | -3.4% |
| 3M | +3.9% | -8.2% | +12.2% | +5.0% |
| 6M | +12.4% | -1.6% | +14.0% | +11.9% |
| YTD | +21.5% | -0.1% | +21.6% | +20.5% |
| 1Y | +24.0% | -0.5% | +24.4% | +23.0% |
| 3Y | +49.7% | -9.1% | +58.8% | +49.3% |
| 5Y | +39.7% | -43.8% | +83.5% | +48.6% |
| 10Y | +169.0% | +80.5% | +88.5% | +141.0% |
| All | +1,158.3% | +457.8% | +700.5% | +866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling