+483.0%
IJR vs SW
+755.0%
-272.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -0.2% | -5.1% | +4.9% | +0.2% |
| 30D | -2.4% | -4.6% | +2.2% | -2.1% |
| 3M | +3.9% | +9.4% | -5.4% | +3.2% |
| 6M | +12.4% | +3.5% | +8.9% | +11.8% |
| YTD | +21.5% | +22.0% | -0.5% | +19.5% |
| 1Y | +24.0% | +2.2% | +21.8% | +23.2% |
| 3Y | +49.7% | +19.6% | +30.1% | +46.8% |
| 5Y | +39.7% | -2.3% | +42.0% | +36.4% |
| 10Y | +169.0% | +181.4% | -12.3% | +151.9% |
| All | +483.0% | +755.0% | -272.0% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling