+153.2%
GE vs IJR
+1,130.2%
-977.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -1.9% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | -11.3% | -3.6% | -7.6% | -8.3% |
| 3M | -1.4% | +2.3% | -3.7% | -3.4% |
| 6M | +1.2% | +14.3% | -13.1% | -9.9% |
| YTD | +5.9% | +19.3% | -13.4% | -9.2% |
| 1Y | +18.4% | +22.6% | -4.2% | -1.5% |
| 3Y | +271.0% | +53.5% | +217.4% | +146.5% |
| 5Y | +417.9% | +39.9% | +378.0% | +272.7% |
| 10Y | +152.0% | +172.1% | -20.1% | +0.4% |
| All | +153.2% | +1,130.2% | -977.0% | -76.2% |
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