+145.8%
GOOG vs IJR
+52.1%
+93.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | 0.0% | -2.2% | +2.2% | +1.3% |
| 30D | -2.0% | -4.6% | +2.6% | +0.7% |
| 3M | -5.9% | +0.2% | -6.1% | -6.0% |
| 6M | +8.9% | +14.7% | -5.8% | +1.0% |
| YTD | +7.1% | +18.9% | -11.8% | -2.9% |
| 1Y | +39.7% | +19.9% | +19.7% | +25.9% |
| 3Y | +145.8% | +53.0% | +92.8% | +97.2% |
| All | +145.8% | +52.1% | +93.8% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling