+12.2%
DIS vs IJR
+19.9%
-7.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +2.2% | -0.3% | +0.7% |
| 30D | +9.2% | +3.8% | +5.3% | +7.0% |
| 3M | +13.5% | -5.7% | +19.3% | +17.2% |
| 6M | +14.3% | +4.6% | +9.6% | +10.1% |
| YTD | +5.4% | +18.0% | -12.6% | -3.5% |
| 1Y | +12.2% | +21.8% | -9.6% | +1.3% |
| All | +12.2% | +19.9% | -7.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling