+358.7%
ALAB vs IJR
+38.7%
+320.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -3.9% |
| 7D | +0.6% | -2.3% | +2.9% | +4.5% |
| 30D | -8.8% | -4.7% | -4.1% | -1.4% |
| 3M | -14.0% | +2.1% | -16.1% | -15.2% |
| 6M | +144.3% | +13.9% | +130.4% | +107.9% |
| YTD | +71.0% | +18.2% | +52.8% | +38.1% |
| 1Y | +23.5% | +21.8% | +1.7% | -4.3% |
| All | +358.7% | +38.7% | +320.0% | +213.8% |
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