+0.5%
SPGI vs IJR
+38.0%
-37.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -8.9% | -2.3% | -6.6% | -7.7% |
| 30D | +0.6% | -4.7% | +5.3% | +3.4% |
| 3M | +2.0% | +2.1% | -0.2% | +0.5% |
| 6M | +0.1% | +13.9% | -13.8% | -7.7% |
| YTD | -16.4% | +18.2% | -34.6% | -24.7% |
| 1Y | -18.9% | +21.8% | -40.8% | -28.6% |
| 3Y | +13.8% | +52.2% | -38.4% | -15.6% |
| 5Y | +0.5% | +40.1% | -39.6% | -23.6% |
| All | +0.5% | +38.0% | -37.5% | -23.6% |
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