+768.5%
IJR vs SGI
+2,032.3%
-1,263.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.6% | +5.5% | -9.2% | -5.0% |
| 3M | +2.3% | -3.6% | +5.9% | +2.8% |
| 6M | +14.3% | -15.0% | +29.4% | +17.9% |
| YTD | +19.3% | -23.0% | +42.3% | +25.7% |
| 1Y | +22.6% | -18.4% | +41.0% | +27.0% |
| 3Y | +53.5% | +57.8% | -4.2% | +33.9% |
| 5Y | +39.9% | +51.5% | -11.5% | +19.7% |
| 10Y | +172.1% | +275.2% | -103.1% | +68.9% |
| All | +768.5% | +2,032.3% | -1,263.8% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling