+783.5%
SPY vs IJR
+1,143.6%
-360.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +0.5% | +0.9% | -0.4% | -0.1% |
| 30D | -0.9% | -3.1% | +2.2% | +1.4% |
| 3M | +3.9% | +4.4% | -0.5% | +0.6% |
| 6M | +14.5% | +16.1% | -1.6% | +2.6% |
| YTD | +12.9% | +20.6% | -7.7% | -1.7% |
| 1Y | +19.4% | +22.9% | -3.5% | +2.3% |
| 3Y | +78.5% | +55.2% | +23.2% | +26.5% |
| 5Y | +81.8% | +41.1% | +40.7% | +37.0% |
| 10Y | +311.5% | +167.0% | +144.5% | +82.4% |
| All | +783.5% | +1,143.6% | -360.1% | +5.5% |
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