+168.1%
IJR vs SPG
+64.5%
+103.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -1.7% |
| 30D | -4.6% | -6.1% | +1.5% | -2.2% |
| 3M | +0.2% | -3.6% | +3.9% | +1.5% |
| 6M | +14.7% | +10.4% | +4.3% | +9.9% |
| YTD | +18.9% | +14.4% | +4.5% | +12.2% |
| 1Y | +19.9% | +16.5% | +3.4% | +12.2% |
| 3Y | +53.0% | +106.8% | -53.8% | +14.2% |
| 5Y | +40.9% | +108.9% | -68.0% | +3.6% |
| All | +168.1% | +64.5% | +103.6% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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