+252.0%
DIS vs IJR
+1,153.0%
-900.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +3.5% | -2.4% | +5.9% | +5.5% |
| 3M | +6.8% | +3.9% | +2.9% | +3.2% |
| 6M | +3.0% | +12.4% | -9.4% | -6.7% |
| YTD | -6.7% | +21.5% | -28.2% | -20.7% |
| 1Y | -10.1% | +24.0% | -34.1% | -25.0% |
| 3Y | +33.0% | +49.7% | -16.7% | -7.0% |
| 5Y | -40.0% | +39.7% | -79.7% | -55.5% |
| 10Y | +21.1% | +169.0% | -148.0% | -50.3% |
| All | +252.0% | +1,153.0% | -900.9% | -67.2% |
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