-10.9%
DOW vs IJR
+105.0%
-115.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.5% |
| 7D | -6.0% | -1.1% | -4.9% | -5.0% |
| 30D | -2.7% | -3.6% | +0.9% | +0.7% |
| 3M | -10.5% | +2.3% | -12.8% | -13.3% |
| 6M | -12.4% | +14.3% | -26.8% | -25.2% |
| YTD | +30.0% | +19.3% | +10.7% | +6.5% |
| 1Y | +27.8% | +22.6% | +5.2% | +2.2% |
| 3Y | -34.9% | +53.5% | -88.5% | -58.8% |
| 5Y | -35.9% | +39.9% | -75.8% | -56.2% |
| All | -10.9% | +105.0% | -115.9% | -57.7% |
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