+32.8%
DIS vs IJR
+54.5%
-21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.7% |
| 30D | +0.1% | -3.1% | +3.3% | +2.1% |
| 3M | +7.1% | +4.4% | +2.7% | +3.9% |
| 6M | +4.3% | +16.1% | -11.9% | -5.5% |
| YTD | -6.9% | +20.6% | -27.5% | -17.6% |
| 1Y | -10.3% | +22.9% | -33.2% | -21.6% |
| 3Y | +32.8% | +55.2% | -22.4% | +0.3% |
| All | +32.8% | +54.5% | -21.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling