+82.0%
SPY vs IJR
+38.0%
+44.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.0% | -2.3% | +0.3% | -0.4% |
| 30D | -1.7% | -4.7% | +3.0% | +1.5% |
| 3M | +4.7% | +2.1% | +2.6% | +3.2% |
| 6M | +12.5% | +13.9% | -1.4% | +3.0% |
| YTD | +11.7% | +18.2% | -6.5% | -0.4% |
| 1Y | +17.5% | +21.8% | -4.3% | +2.4% |
| 3Y | +76.6% | +52.2% | +24.4% | +28.8% |
| 5Y | +82.0% | +40.1% | +41.9% | +38.3% |
| All | +82.0% | +38.0% | +44.1% | +38.3% |
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