+168.1%
IJR vs SRE
+122.3%
+45.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -2.2% | -0.8% | -1.3% | -1.8% |
| 30D | -4.6% | -3.0% | -1.6% | -3.6% |
| 3M | +0.2% | -8.3% | +8.5% | +3.5% |
| 6M | +14.7% | -8.9% | +23.6% | +18.5% |
| YTD | +18.9% | -4.3% | +23.1% | +19.9% |
| 1Y | +19.9% | +2.7% | +17.2% | +17.1% |
| 3Y | +53.0% | +28.7% | +24.4% | +31.6% |
| 5Y | +40.9% | +47.1% | -6.3% | +13.3% |
| All | +168.1% | +122.3% | +45.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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