+797.6%
DIA vs IJR
+1,143.6%
-346.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +0.1% | +0.9% | -0.9% | -0.6% |
| 30D | -2.1% | -3.1% | +1.1% | 0.0% |
| 3M | +4.2% | +4.4% | -0.3% | +1.1% |
| 6M | +11.9% | +16.1% | -4.2% | +1.1% |
| YTD | +10.8% | +20.6% | -9.8% | -2.5% |
| 1Y | +17.5% | +22.9% | -5.3% | +1.9% |
| 3Y | +59.9% | +55.2% | +4.7% | +16.2% |
| 5Y | +64.1% | +41.1% | +23.0% | +25.4% |
| 10Y | +246.2% | +167.0% | +79.2% | +64.1% |
| All | +797.6% | +1,143.6% | -346.0% | +30.9% |
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