+268.2%
B vs IJR
+1,153.0%
-884.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | -2.4% | +11.9% | +10.3% |
| 3M | +5.0% | +3.9% | +1.0% | +3.9% |
| 6M | -3.5% | +12.4% | -15.9% | -6.6% |
| YTD | +4.5% | +21.5% | -17.0% | -1.0% |
| 1Y | +67.8% | +24.0% | +43.8% | +58.2% |
| 3Y | +196.7% | +49.7% | +147.0% | +163.8% |
| 5Y | +151.9% | +39.7% | +112.3% | +126.0% |
| 10Y | +202.2% | +169.0% | +33.1% | +115.3% |
| All | +268.2% | +1,153.0% | -884.8% | +80.0% |
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 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