+724.3%
IJR vs SPXU
-100.0%
+824.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.6% |
| 7D | -1.1% | +1.3% | -2.4% | -0.6% |
| 30D | -3.6% | +5.1% | -8.7% | -1.7% |
| 3M | +2.3% | -9.1% | +11.5% | -0.5% |
| 6M | +14.3% | -29.6% | +43.9% | +2.4% |
| YTD | +19.3% | -27.7% | +47.0% | +8.5% |
| 1Y | +22.6% | -37.0% | +59.6% | +7.0% |
| 3Y | +53.5% | -80.2% | +133.7% | -2.0% |
| 5Y | +39.9% | -86.0% | +125.9% | -7.3% |
| 10Y | +172.1% | -99.5% | +271.6% | -26.7% |
| All | +724.3% | -100.0% | +824.2% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling