+4,782.6%
DELL vs IJR
+170.4%
+4,612.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +1.2% |
| 7D | +8.7% | -1.1% | +9.9% | +9.8% |
| 30D | +16.9% | -3.6% | +20.5% | +21.0% |
| 3M | +40.4% | +2.3% | +38.1% | +38.1% |
| 6M | +267.1% | +14.3% | +252.7% | +229.1% |
| YTD | +329.1% | +19.3% | +309.8% | +271.6% |
| 1Y | +346.9% | +22.6% | +324.3% | +278.1% |
| 3Y | +696.6% | +53.5% | +643.1% | +461.4% |
| 5Y | +1,106.2% | +39.9% | +1,066.3% | +818.8% |
| 10Y | +4,177.7% | +172.1% | +4,005.7% | +1,981.3% |
| All | +4,782.6% | +170.4% | +4,612.2% | +2,282.3% |
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