+168.1%
IJR vs SPY
+322.5%
-154.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.4% |
| 30D | -4.6% | -1.1% | -3.5% | -3.5% |
| 3M | +0.2% | +3.9% | -3.6% | -3.8% |
| 6M | +14.7% | +13.6% | +1.1% | 0.0% |
| YTD | +18.9% | +12.7% | +6.2% | +4.5% |
| 1Y | +19.9% | +17.5% | +2.4% | +0.9% |
| 3Y | +53.0% | +76.9% | -23.9% | -16.8% |
| 5Y | +40.9% | +83.6% | -42.7% | -26.6% |
| All | +168.1% | +322.5% | -154.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling