+1,697.4%
SO vs IJR
+1,143.6%
+553.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | -3.2% | -3.1% | -0.1% | -2.3% |
| 3M | -1.7% | +4.4% | -6.1% | -3.1% |
| 6M | -7.2% | +16.1% | -23.3% | -11.5% |
| YTD | +4.6% | +20.6% | -16.0% | -1.6% |
| 1Y | +1.2% | +22.9% | -21.6% | -5.5% |
| 3Y | +45.3% | +55.2% | -9.9% | +23.8% |
| 5Y | +58.7% | +41.1% | +17.6% | +37.8% |
| 10Y | +155.9% | +167.0% | -11.1% | +75.1% |
| All | +1,697.4% | +1,143.6% | +553.8% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling