+300.0%
DIS vs IJR
+1,131.4%
-831.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | +10.3% | +3.5% | +6.8% | +7.2% |
| 3M | +15.6% | -3.8% | +19.3% | +19.0% |
| 6M | +15.1% | +4.3% | +10.8% | +10.7% |
| YTD | +6.0% | +19.4% | -13.4% | -8.8% |
| 1Y | +5.7% | +20.5% | -14.9% | -9.8% |
| 3Y | +39.8% | +63.0% | -23.2% | -8.8% |
| 5Y | -23.9% | +28.6% | -52.5% | -39.6% |
| 10Y | +32.9% | +157.2% | -124.2% | -43.3% |
| All | +300.0% | +1,131.4% | -831.4% | -62.2% |
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