+123.4%
ADI vs IJR
+52.1%
+71.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.3% |
| 7D | +4.6% | -2.2% | +6.7% | +7.1% |
| 30D | -1.2% | -4.6% | +3.4% | +4.0% |
| 3M | -7.8% | +0.2% | -8.0% | -7.9% |
| 6M | +19.3% | +14.7% | +4.6% | +3.7% |
| YTD | +40.9% | +18.9% | +22.1% | +17.9% |
| 1Y | +54.5% | +19.9% | +34.6% | +28.1% |
| 3Y | +123.4% | +53.0% | +70.4% | +47.3% |
| All | +123.4% | +52.1% | +71.4% | +47.3% |
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 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