+5.4%
B vs IJR
+19.9%
-14.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -7.3% | +2.2% | -9.5% | -9.4% |
| 30D | -3.3% | +3.8% | -7.2% | -7.5% |
| 3M | -7.8% | -5.7% | -2.0% | -1.8% |
| 6M | -15.5% | +4.6% | -20.2% | -19.6% |
| YTD | -12.3% | +18.0% | -30.2% | -25.5% |
| 1Y | +5.4% | +21.8% | -16.4% | -12.4% |
| All | +5.4% | +19.9% | -14.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling