+201.4%
B vs IJR
+172.1%
+29.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | +6.3% | -4.6% | +10.9% | +7.6% |
| 3M | +12.1% | +0.2% | +11.9% | +12.1% |
| 6M | -3.1% | +14.7% | -17.8% | -6.1% |
| YTD | +2.0% | +18.9% | -16.9% | -1.9% |
| 1Y | +51.7% | +19.9% | +31.7% | +45.7% |
| 3Y | +190.5% | +53.0% | +137.5% | +164.5% |
| 5Y | +158.0% | +40.9% | +117.1% | +136.0% |
| All | +201.4% | +172.1% | +29.3% | +172.1% |
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