+553.4%
SE vs IJR
+115.9%
+437.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.8% |
| 7D | -5.2% | -2.2% | -3.1% | -3.2% |
| 30D | -17.1% | -4.6% | -12.5% | -13.3% |
| 3M | +24.0% | +0.2% | +23.7% | +23.4% |
| 6M | +21.0% | +14.7% | +6.3% | +6.0% |
| YTD | -16.7% | +18.9% | -35.6% | -29.6% |
| 1Y | -45.9% | +19.9% | -65.9% | -54.9% |
| 3Y | +177.8% | +53.0% | +124.8% | +76.9% |
| 5Y | -67.4% | +40.9% | -108.2% | -76.0% |
| All | +553.4% | +115.9% | +437.5% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling