+23.6%
IJR vs SW
-1.6%
+25.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -3.2% | +4.7% | -7.8% | -3.9% |
| 30D | -1.0% | +5.0% | -6.0% | -1.8% |
| 3M | -7.4% | -7.3% | 0.0% | -6.4% |
| 6M | +0.2% | +15.0% | -14.8% | -2.6% |
| YTD | +15.3% | +18.5% | -3.2% | +11.1% |
| 1Y | +17.5% | +27.1% | -9.7% | +11.8% |
| 3Y | +52.8% | +49.3% | +3.5% | +43.4% |
| 5Y | +23.6% | -1.6% | +25.3% | +14.0% |
| All | +23.6% | -1.6% | +25.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling