+53.0%
IJR vs SPXU
-79.9%
+133.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.3% |
| 7D | -2.2% | +2.5% | -4.6% | -1.3% |
| 30D | -4.6% | +4.2% | -8.8% | -3.1% |
| 3M | +0.2% | -9.3% | +9.5% | -2.5% |
| 6M | +14.7% | -30.7% | +45.4% | +2.5% |
| YTD | +18.9% | -28.1% | +47.0% | +8.2% |
| 1Y | +19.9% | -35.2% | +55.2% | +6.1% |
| 3Y | +53.0% | -79.9% | +133.0% | -2.9% |
| All | +53.0% | -79.9% | +133.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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