+53.0%
IJR vs SPMO
+155.8%
-102.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -2.2% | -0.9% | -1.2% | -1.6% |
| 30D | -4.6% | -1.9% | -2.7% | -3.6% |
| 3M | +0.2% | -1.4% | +1.6% | -0.1% |
| 6M | +14.7% | +25.5% | -10.8% | -3.8% |
| YTD | +18.9% | +24.8% | -6.0% | 0.0% |
| 1Y | +19.9% | +24.5% | -4.6% | +1.0% |
| 3Y | +53.0% | +157.1% | -104.1% | -26.8% |
| All | +53.0% | +155.8% | -102.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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