+343.3%
SPGI vs IJR
+151.4%
+192.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.2% | -0.9% | -0.1% |
| 30D | +15.9% | +3.8% | +12.1% | +13.2% |
| 3M | +12.3% | -5.7% | +18.0% | +16.4% |
| 6M | +23.7% | +4.6% | +19.1% | +19.7% |
| YTD | -3.5% | +18.0% | -21.5% | -13.8% |
| 1Y | +0.4% | +21.8% | -21.4% | -12.2% |
| 3Y | +29.9% | +61.1% | -31.2% | -8.1% |
| 5Y | +15.2% | +27.3% | -12.1% | -5.3% |
| All | +343.3% | +151.4% | +192.0% | +120.8% |
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