+12.5%
SPGI vs IJR
+26.5%
-14.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -0.8% | +2.3% | -3.1% | -2.2% |
| 30D | +14.3% | +2.2% | +12.1% | +12.8% |
| 3M | +14.5% | -5.3% | +19.8% | +18.1% |
| 6M | +17.3% | +4.3% | +13.0% | +13.9% |
| YTD | -4.6% | +18.0% | -22.6% | -14.2% |
| 1Y | +0.8% | +19.2% | -18.4% | -10.1% |
| 3Y | +28.8% | +61.1% | -32.3% | -9.4% |
| All | +12.5% | +26.5% | -14.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling