+314.7%
SPY vs IJR
+172.1%
+142.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.5% |
| 7D | -0.8% | -2.2% | +1.4% | +0.7% |
| 30D | -1.1% | -4.6% | +3.5% | +2.0% |
| 3M | +3.9% | +0.2% | +3.6% | +3.7% |
| 6M | +13.6% | +14.7% | -1.1% | +3.7% |
| YTD | +12.7% | +18.9% | -6.2% | +0.4% |
| 1Y | +17.5% | +19.9% | -2.4% | +3.8% |
| 3Y | +76.9% | +53.0% | +23.9% | +30.8% |
| 5Y | +83.6% | +40.9% | +42.7% | +42.3% |
| All | +314.7% | +172.1% | +142.7% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling