+214.8%
B vs IJR
+151.4%
+63.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -7.3% | +2.2% | -9.5% | -7.8% |
| 30D | -3.3% | +3.8% | -7.2% | -4.3% |
| 3M | -7.8% | -5.7% | -2.0% | -6.3% |
| 6M | -15.5% | +4.6% | -20.2% | -16.3% |
| YTD | -12.3% | +18.0% | -30.2% | -15.5% |
| 1Y | +5.4% | +21.8% | -16.4% | +0.8% |
| 3Y | +165.5% | +61.1% | +104.5% | +139.2% |
| 5Y | +107.0% | +27.3% | +79.7% | +91.8% |
| All | +214.8% | +151.4% | +63.5% | +172.6% |
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 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