+77.2%
SPYM vs IJR
+52.1%
+25.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.8% | -2.2% | +1.4% | +0.5% |
| 30D | -1.1% | -4.6% | +3.5% | +1.7% |
| 3M | +3.9% | +0.2% | +3.6% | +3.7% |
| 6M | +13.6% | +14.7% | -1.1% | +4.9% |
| YTD | +12.7% | +18.9% | -6.1% | +1.8% |
| 1Y | +17.6% | +19.9% | -2.4% | +5.5% |
| 3Y | +77.2% | +53.0% | +24.2% | +38.8% |
| All | +77.2% | +52.1% | +25.2% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling