-40.7%
DIS vs IJR
+38.0%
-78.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.3% |
| 7D | -1.3% | -2.3% | +1.1% | +0.5% |
| 30D | +2.2% | -4.7% | +6.9% | +6.0% |
| 3M | +8.1% | +2.1% | +6.0% | +6.0% |
| 6M | +5.2% | +13.9% | -8.6% | -5.4% |
| YTD | -6.3% | +18.2% | -24.5% | -18.2% |
| 1Y | -7.3% | +21.8% | -29.1% | -21.2% |
| 3Y | +33.8% | +52.2% | -18.4% | -8.8% |
| 5Y | -40.7% | +40.1% | -80.8% | -58.4% |
| All | -40.7% | +38.0% | -78.7% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling