+27.2%
IJR vs SW
-2.3%
+29.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +3.8% | +5.0% | -1.2% | +3.0% |
| 3M | -5.7% | -13.7% | +7.9% | -3.6% |
| 6M | +4.6% | +8.0% | -3.4% | +2.8% |
| YTD | +18.0% | +14.0% | +4.0% | +14.3% |
| 1Y | +21.8% | +25.6% | -3.8% | +16.2% |
| 3Y | +61.1% | +40.1% | +21.0% | +52.5% |
| All | +27.2% | -2.3% | +29.6% | +18.5% |
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