+41.0%
IJR vs SW
-2.3%
+43.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.2% | -5.1% | +4.9% | +0.7% |
| 30D | -2.4% | -4.6% | +2.2% | -1.7% |
| 3M | +3.9% | +9.4% | -5.4% | +2.1% |
| 6M | +12.4% | +3.5% | +8.9% | +11.0% |
| YTD | +21.5% | +22.0% | -0.5% | +16.7% |
| 1Y | +24.0% | +2.2% | +21.8% | +21.9% |
| 3Y | +49.7% | +19.6% | +30.1% | +43.0% |
| All | +41.0% | -2.3% | +43.3% | +32.1% |
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