+42.3%
IJR vs SN
+476.8%
-434.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.4% |
| 7D | -1.1% | -3.4% | +2.3% | -0.4% |
| 30D | -3.6% | -9.1% | +5.4% | -1.8% |
| 3M | +2.3% | +31.8% | -29.5% | -4.0% |
| 6M | +14.3% | +52.0% | -37.7% | +3.5% |
| YTD | +19.3% | +51.3% | -32.0% | +7.8% |
| 1Y | +22.6% | +46.9% | -24.3% | +11.1% |
| 3Y | +53.5% | +394.9% | -341.4% | +19.2% |
| All | +42.3% | +476.8% | -434.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling