+1,131.0%
IJR vs SIRI
-89.9%
+1,221.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.2% | +0.6% | -2.7% | -2.2% |
| 30D | -4.6% | +2.5% | -7.1% | -4.9% |
| 3M | +0.2% | +6.6% | -6.4% | -0.5% |
| 6M | +14.7% | +32.9% | -18.2% | +11.4% |
| YTD | +18.9% | +50.5% | -31.6% | +13.9% |
| 1Y | +19.9% | +28.0% | -8.0% | +16.6% |
| 3Y | +53.0% | -22.4% | +75.4% | +53.3% |
| 5Y | +40.9% | -41.3% | +82.1% | +42.7% |
| 10Y | +171.1% | -10.4% | +181.5% | +165.8% |
| All | +1,131.0% | -89.9% | +1,221.0% | +1,048.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling