+4,404.4%
DELL vs IJR
+172.1%
+4,232.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +11.5% |
| 7D | +8.2% | -2.2% | +10.4% | +10.4% |
| 30D | +17.1% | -4.6% | +21.7% | +22.3% |
| 3M | +45.2% | +0.2% | +44.9% | +45.4% |
| 6M | +286.8% | +14.7% | +272.1% | +246.1% |
| YTD | +354.8% | +18.9% | +335.9% | +295.3% |
| 1Y | +358.3% | +19.9% | +338.3% | +295.5% |
| 3Y | +724.9% | +53.0% | +671.9% | +483.3% |
| 5Y | +1,193.7% | +40.9% | +1,152.8% | +881.3% |
| All | +4,404.4% | +172.1% | +4,232.4% | +2,126.6% |
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