-44.8%
C vs IJR
+1,116.9%
-1,161.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.4% |
| 7D | +4.7% | +2.3% | +2.4% | +1.7% |
| 30D | +0.2% | +2.2% | -2.0% | -2.6% |
| 3M | -9.3% | -5.3% | -4.0% | -3.0% |
| 6M | -0.8% | +4.3% | -5.1% | -6.1% |
| YTD | +8.5% | +18.0% | -9.5% | -11.9% |
| 1Y | +23.1% | +19.2% | +3.9% | -1.6% |
| 3Y | +220.8% | +61.1% | +159.7% | +70.4% |
| 5Y | +112.4% | +27.3% | +85.1% | +48.2% |
| 10Y | +217.9% | +154.1% | +63.8% | -11.6% |
| All | -44.8% | +1,116.9% | -1,161.7% | -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