+25.0%
ALAB vs IJR
+21.9%
+3.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.3% |
| 7D | -6.2% | -2.2% | -4.0% | -2.1% |
| 30D | -8.7% | -4.6% | -4.1% | +0.2% |
| 3M | -20.7% | +0.2% | -21.0% | -19.3% |
| 6M | +133.5% | +14.7% | +118.8% | +95.1% |
| YTD | +75.1% | +18.9% | +56.2% | +42.9% |
| 1Y | +25.0% | +19.9% | +5.1% | +6.2% |
| All | +25.0% | +21.9% | +3.1% | +6.2% |
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