+19.4%
F vs IJR
+1,121.6%
-1,102.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.7% |
| 30D | +2.1% | +2.6% | -0.5% | -0.6% |
| 3M | -10.3% | -4.3% | -6.0% | -6.3% |
| 6M | +3.3% | +2.7% | +0.5% | +0.5% |
| YTD | -2.0% | +18.5% | -20.4% | -17.2% |
| 1Y | -2.3% | +20.1% | -22.4% | -18.6% |
| 3Y | +49.9% | +61.7% | -11.8% | -8.2% |
| 5Y | -12.5% | +28.5% | -41.0% | -30.9% |
| 10Y | +74.3% | +161.6% | -87.3% | -32.0% |
| All | +19.4% | +1,121.6% | -1,102.2% | -88.2% |
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