+65.2%
ALAB vs IJR
+25.5%
+39.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.1% |
| 7D | +7.2% | -0.2% | +7.4% | +7.6% |
| 30D | -2.5% | -2.4% | -0.1% | +2.2% |
| 3M | -13.3% | +3.9% | -17.2% | -16.9% |
| 6M | +172.8% | +12.4% | +160.4% | +130.8% |
| YTD | +86.6% | +21.5% | +65.1% | +47.6% |
| 1Y | +65.2% | +24.0% | +41.2% | +33.4% |
| All | +65.2% | +25.5% | +39.7% | +33.4% |
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