-6.1%
F vs IJR
+19.9%
-26.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -5.1% |
| 30D | 0.0% | +3.8% | -3.8% | -3.8% |
| 3M | -13.2% | -5.7% | -7.5% | -7.9% |
| 6M | -10.2% | +4.6% | -14.8% | -14.3% |
| YTD | -4.9% | +18.0% | -22.9% | -20.0% |
| 1Y | -6.1% | +21.8% | -27.9% | -23.6% |
| All | -6.1% | +19.9% | -26.0% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling