+168.5%
IJR vs SW
+182.7%
-14.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -1.9% | +2.3% | -4.2% | -2.2% |
| 30D | +0.4% | +6.8% | -6.4% | -0.5% |
| 3M | -6.6% | -5.2% | -1.4% | -6.0% |
| 6M | -0.3% | +7.4% | -7.7% | -1.6% |
| YTD | +15.5% | +17.4% | -1.9% | +12.3% |
| 1Y | +19.2% | +27.1% | -7.9% | +14.8% |
| 3Y | +54.6% | +47.9% | +6.7% | +46.5% |
| 5Y | +23.8% | -2.6% | +26.3% | +18.6% |
| All | +168.5% | +182.7% | -14.2% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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