-18.9%
SPGI vs IJR
+21.3%
-40.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -8.9% | -2.3% | -6.6% | -8.4% |
| 30D | +0.6% | -4.7% | +5.3% | +1.7% |
| 3M | +2.0% | +2.1% | -0.2% | +1.2% |
| 6M | +0.1% | +13.9% | -13.8% | -4.1% |
| YTD | -16.4% | +18.2% | -34.6% | -20.1% |
| 1Y | -18.9% | +21.8% | -40.8% | -22.4% |
| All | -18.9% | +21.3% | -40.2% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling