+52.2%
IJR vs SGI
+50.3%
+2.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | -2.3% | -4.9% | +2.6% | -0.6% |
| 30D | -4.7% | +1.6% | -6.3% | -5.4% |
| 3M | +2.1% | -3.2% | +5.3% | +2.6% |
| 6M | +13.9% | -16.0% | +29.9% | +19.5% |
| YTD | +18.2% | -25.4% | +43.7% | +29.2% |
| 1Y | +21.8% | -21.6% | +43.4% | +29.8% |
| All | +52.2% | +50.3% | +2.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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