+53.6%
IJR vs SPG
+106.5%
-52.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | +0.2% |
| 7D | -1.1% | -1.7% | +0.5% | -0.2% |
| 30D | -3.6% | -6.3% | +2.6% | -0.2% |
| 3M | +2.3% | -2.4% | +4.8% | +3.3% |
| 6M | +14.3% | +9.6% | +4.7% | +7.7% |
| YTD | +19.3% | +14.2% | +5.1% | +9.4% |
| 1Y | +22.6% | +19.3% | +3.3% | +9.4% |
| All | +53.6% | +106.5% | -52.9% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling