+282.9%
SPGI vs IJR
+172.1%
+110.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -7.4% | -2.2% | -5.2% | -6.1% |
| 30D | +0.4% | -4.6% | +5.0% | +3.3% |
| 3M | +5.3% | +0.2% | +5.0% | +4.9% |
| 6M | +1.7% | +14.7% | -13.1% | -7.3% |
| YTD | -16.4% | +18.9% | -35.2% | -25.5% |
| 1Y | -20.5% | +19.9% | -40.4% | -29.9% |
| 3Y | +14.2% | +53.0% | -38.8% | -16.1% |
| 5Y | +0.6% | +40.9% | -40.3% | -22.8% |
| All | +282.9% | +172.1% | +110.8% | +84.0% |
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 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