+22.1%
ALNY vs IJR
+52.1%
-30.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -6.5% | -2.2% | -4.4% | -5.6% |
| 30D | +11.0% | -4.6% | +15.6% | +13.4% |
| 3M | -14.1% | +0.2% | -14.3% | -14.3% |
| 6M | -22.4% | +14.7% | -37.1% | -27.3% |
| YTD | -37.5% | +18.9% | -56.3% | -42.4% |
| 1Y | -46.9% | +19.9% | -66.9% | -51.4% |
| 3Y | +22.1% | +53.0% | -31.0% | -10.8% |
| All | +22.1% | +52.1% | -30.0% | -10.8% |
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