+3.6%
GOOG vs IJR
+24.2%
-20.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.4% |
| 7D | -10.7% | +2.3% | -13.0% | -12.1% |
| 30D | -16.4% | +2.8% | -19.3% | -18.0% |
| 3M | -23.4% | -4.6% | -18.8% | -20.7% |
| 6M | -24.2% | +5.7% | -29.9% | -27.1% |
| YTD | -8.3% | +19.9% | -28.2% | -19.1% |
| 1Y | +3.6% | +24.2% | -20.6% | -11.1% |
| All | +3.6% | +24.2% | -20.6% | -11.1% |
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 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