+168.1%
IJR vs SIRI
-10.2%
+178.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.2% | +0.6% | -2.7% | -2.3% |
| 30D | -4.6% | +2.5% | -7.1% | -5.3% |
| 3M | +0.2% | +6.6% | -6.4% | -1.8% |
| 6M | +14.7% | +32.9% | -18.2% | +5.5% |
| YTD | +18.9% | +50.5% | -31.6% | +5.3% |
| 1Y | +19.9% | +28.0% | -8.0% | +10.6% |
| 3Y | +53.0% | -22.4% | +75.4% | +53.0% |
| 5Y | +40.9% | -41.3% | +82.1% | +43.4% |
| All | +168.1% | -10.2% | +178.3% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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