-37.1%
DOW vs IJR
+39.9%
-77.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.5% |
| 7D | -1.4% | -2.2% | +0.8% | +0.4% |
| 30D | -3.9% | -4.6% | +0.7% | -0.3% |
| 3M | -12.7% | +0.2% | -12.9% | -13.5% |
| 6M | -13.7% | +14.7% | -28.4% | -25.1% |
| YTD | +28.4% | +18.9% | +9.5% | +8.1% |
| 1Y | +21.8% | +19.9% | +1.8% | +2.0% |
| 3Y | -35.7% | +53.0% | -88.7% | -56.2% |
| All | -37.1% | +39.9% | -77.1% | -56.0% |
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