-5.9%
SAP vs IJR
+24.2%
-30.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +1.3% | +2.3% | -1.0% | +0.6% |
| 30D | +15.5% | +2.8% | +12.7% | +14.4% |
| 3M | +22.8% | -4.6% | +27.4% | +24.6% |
| 6M | +42.5% | +5.7% | +36.8% | +39.4% |
| YTD | +0.5% | +19.9% | -19.4% | -7.2% |
| 1Y | -5.9% | +24.2% | -30.1% | -15.0% |
| All | -5.9% | +24.2% | -30.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling