+150.3%
IJR vs SUI
+120.9%
+29.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +2.3% | -3.8% | +6.1% | +3.9% |
| 30D | +2.2% | +3.9% | -1.7% | +0.3% |
| 3M | -5.3% | +0.2% | -5.5% | -5.8% |
| 6M | +4.3% | -4.2% | +8.4% | +5.3% |
| YTD | +18.0% | -2.5% | +20.5% | +18.0% |
| 1Y | +19.2% | -4.0% | +23.2% | +20.0% |
| 3Y | +61.1% | +16.5% | +44.6% | +45.9% |
| 5Y | +27.3% | -27.2% | +54.6% | +40.0% |
| All | +150.3% | +120.9% | +29.4% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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