+1,131.0%
IJR vs SU
+2,027.0%
-896.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | +2.2% | -4.4% | -2.8% |
| 30D | -4.6% | +8.4% | -13.0% | -7.0% |
| 3M | +0.2% | +12.1% | -11.9% | -3.7% |
| 6M | +14.7% | +19.7% | -5.0% | +7.3% |
| YTD | +18.9% | +58.4% | -39.6% | +1.8% |
| 1Y | +19.9% | +67.2% | -47.3% | +0.9% |
| 3Y | +53.0% | +125.0% | -72.0% | +15.6% |
| 5Y | +40.9% | +355.1% | -314.2% | -17.6% |
| 10Y | +171.1% | +263.7% | -92.6% | +57.9% |
| All | +1,131.0% | +2,027.0% | -896.0% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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