+409.4%
GE vs IJR
+39.9%
+369.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -4.0% | -2.2% | -1.8% | -2.3% |
| 30D | -11.4% | -4.6% | -6.8% | -8.0% |
| 3M | -2.6% | +0.2% | -2.8% | -2.8% |
| 6M | -0.3% | +14.7% | -15.1% | -10.4% |
| YTD | +5.4% | +18.9% | -13.5% | -7.9% |
| 1Y | +15.5% | +19.9% | -4.4% | +0.1% |
| 3Y | +260.8% | +53.0% | +207.7% | +150.3% |
| All | +409.4% | +39.9% | +369.4% | +277.1% |
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