+3,452.6%
ALNY vs IJR
+714.9%
+2,737.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | 0.0% |
| 7D | -6.5% | -2.2% | -4.4% | -4.7% |
| 30D | +11.0% | -4.6% | +15.6% | +15.8% |
| 3M | -14.1% | +0.2% | -14.3% | -14.6% |
| 6M | -22.4% | +14.7% | -37.1% | -31.8% |
| YTD | -37.5% | +18.9% | -56.3% | -46.9% |
| 1Y | -46.9% | +19.9% | -66.9% | -55.6% |
| 3Y | +22.1% | +53.0% | -31.0% | -21.6% |
| 5Y | +31.2% | +40.9% | -9.7% | -10.7% |
| 10Y | +256.3% | +171.1% | +85.2% | +11.8% |
| All | +3,452.6% | +714.9% | +2,737.7% | +366.7% |
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