-62.0%
ALNY vs IJR
+24.2%
-86.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -30.7% | +2.3% | -33.0% | -31.1% |
| 30D | -26.7% | +2.8% | -29.6% | -27.3% |
| 3M | -26.4% | -4.6% | -21.8% | -25.2% |
| 6M | -45.9% | +5.7% | -51.6% | -47.1% |
| YTD | -59.5% | +19.9% | -79.4% | -61.6% |
| 1Y | -62.0% | +24.2% | -86.1% | -63.6% |
| All | -62.0% | +24.2% | -86.2% | -63.6% |
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