+1,008.4%
ASX vs IJR
+151.4%
+857.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.0% |
| 7D | +22.1% | +2.3% | +19.8% | +20.0% |
| 30D | -23.8% | +2.2% | -26.0% | -24.4% |
| 3M | -7.6% | -5.3% | -2.3% | -2.3% |
| 6M | +6.9% | +4.3% | +2.7% | +5.6% |
| YTD | +127.7% | +18.0% | +109.7% | +104.2% |
| 1Y | +144.5% | +19.2% | +125.3% | +117.5% |
| 3Y | +377.8% | +61.1% | +316.7% | +234.1% |
| 5Y | +498.2% | +27.3% | +470.9% | +401.6% |
| All | +1,008.4% | +151.4% | +857.0% | +509.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling