+39.8%
IJR vs SPXS
-86.0%
+125.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.3% |
| 7D | -2.2% | +2.5% | -4.7% | -1.3% |
| 30D | -4.6% | +4.2% | -8.8% | -3.1% |
| 3M | +0.2% | -9.3% | +9.5% | -2.4% |
| 6M | +14.7% | -30.7% | +45.4% | +3.0% |
| YTD | +18.9% | -28.1% | +46.9% | +8.7% |
| 1Y | +19.9% | -35.1% | +55.0% | +6.8% |
| 3Y | +53.0% | -79.6% | +132.6% | +2.6% |
| All | +39.8% | -86.0% | +125.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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