+55.2%
DLR vs IJR
+51.3%
+3.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -1.3% | -2.3% | +1.0% | 0.0% |
| 30D | -2.9% | -4.7% | +1.8% | -0.1% |
| 3M | +3.2% | +2.1% | +1.1% | +1.9% |
| 6M | +3.9% | +13.9% | -10.0% | -3.5% |
| YTD | +21.4% | +18.2% | +3.2% | +10.3% |
| 1Y | +9.7% | +21.8% | -12.1% | -2.2% |
| All | +55.2% | +51.3% | +3.9% | +16.9% |
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