-0.3%
SPOT vs IJR
+24.2%
-24.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.4% |
| 7D | +16.6% | +2.3% | +14.3% | +16.2% |
| 30D | +29.9% | +2.8% | +27.1% | +29.4% |
| 3M | +31.3% | -4.6% | +35.9% | +31.8% |
| 6M | +43.2% | +5.7% | +37.6% | +40.7% |
| YTD | +8.1% | +19.9% | -11.8% | +3.6% |
| 1Y | -0.3% | +24.2% | -24.5% | -5.0% |
| All | -0.3% | +24.2% | -24.5% | -5.0% |
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