+1,148.9%
IJR vs SPG
+2,929.2%
-1,780.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -3.1% | -4.9% | +1.8% | -1.2% |
| 3M | +4.4% | +3.3% | +1.1% | +2.8% |
| 6M | +16.1% | +11.2% | +4.9% | +10.8% |
| YTD | +20.6% | +17.1% | +3.5% | +12.6% |
| 1Y | +22.9% | +21.6% | +1.3% | +12.8% |
| 3Y | +55.2% | +111.9% | -56.7% | +13.4% |
| 5Y | +41.1% | +106.9% | -65.8% | +2.9% |
| 10Y | +167.0% | +62.2% | +104.8% | +89.4% |
| All | +1,148.9% | +2,929.2% | -1,780.3% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling