-44.9%
C vs IJR
+1,116.7%
-1,161.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +2.2% | +2.0% | +1.3% |
| 30D | +2.0% | +3.8% | -1.9% | -2.8% |
| 3M | -10.1% | -5.7% | -4.4% | -3.3% |
| 6M | +1.0% | +4.6% | -3.7% | -4.8% |
| YTD | +8.5% | +18.0% | -9.5% | -12.0% |
| 1Y | +25.7% | +21.8% | +3.9% | -2.1% |
| 3Y | +216.0% | +61.1% | +154.9% | +67.9% |
| 5Y | +112.3% | +27.3% | +85.0% | +48.2% |
| 10Y | +217.8% | +154.1% | +63.7% | -11.6% |
| All | -44.9% | +1,116.7% | -1,161.6% | -97.7% |
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