+2,648.4%
SPGI vs IJR
+1,143.6%
+1,504.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | -2.5% | +0.9% | -3.4% | -3.1% |
| 30D | +5.4% | -3.1% | +8.6% | +7.9% |
| 3M | +9.0% | +4.4% | +4.6% | +5.2% |
| 6M | +0.8% | +16.1% | -15.4% | -10.5% |
| YTD | -12.6% | +20.6% | -33.1% | -24.7% |
| 1Y | -16.1% | +22.9% | -39.0% | -29.2% |
| 3Y | +19.0% | +55.2% | -36.2% | -18.1% |
| 5Y | +5.1% | +41.1% | -36.0% | -23.3% |
| 10Y | +295.5% | +167.0% | +128.5% | +62.5% |
| All | +2,648.4% | +1,143.6% | +1,504.8% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling