+24.5%
ALAB vs IJR
+24.2%
+0.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -7.2% |
| 7D | -24.9% | +2.3% | -27.1% | -28.6% |
| 30D | -38.4% | +2.8% | -41.2% | -42.1% |
| 3M | -38.3% | -4.6% | -33.6% | -31.1% |
| 6M | +10.9% | +5.7% | +5.3% | +3.4% |
| YTD | +34.2% | +19.9% | +14.3% | +2.1% |
| 1Y | +24.5% | +24.2% | +0.4% | -9.3% |
| All | +24.5% | +24.2% | +0.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling