+365.7%
ALAB vs IJR
+41.5%
+324.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -5.8% |
| 7D | +3.2% | +0.9% | +2.3% | +1.8% |
| 30D | -13.6% | -3.1% | -10.4% | -8.9% |
| 3M | -16.6% | +4.4% | -21.0% | -20.6% |
| 6M | +142.3% | +16.1% | +126.2% | +100.0% |
| YTD | +73.6% | +20.6% | +53.0% | +36.0% |
| 1Y | +33.7% | +22.9% | +10.8% | +2.1% |
| All | +365.7% | +41.5% | +324.2% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling