+153.1%
SO vs IJR
+172.1%
-19.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -5.0% | -4.6% | -0.4% | -3.5% |
| 3M | -5.8% | +0.2% | -6.0% | -5.9% |
| 6M | -7.9% | +14.7% | -22.7% | -12.4% |
| YTD | +2.4% | +18.9% | -16.4% | -3.9% |
| 1Y | -2.3% | +19.9% | -22.2% | -8.8% |
| 3Y | +41.9% | +53.0% | -11.1% | +18.0% |
| 5Y | +58.1% | +40.9% | +17.2% | +33.6% |
| All | +153.1% | +172.1% | -19.0% | +55.2% |
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