+13,245.4%
GOOG vs IJR
+729.8%
+12,515.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -2.5% | -2.3% | -0.2% | -0.9% |
| 30D | -3.6% | -4.7% | +1.1% | -0.4% |
| 3M | -6.4% | +2.1% | -8.6% | -7.8% |
| 6M | +7.8% | +13.9% | -6.1% | -1.3% |
| YTD | +5.5% | +18.2% | -12.7% | -6.1% |
| 1Y | +38.3% | +21.8% | +16.5% | +20.4% |
| 3Y | +143.1% | +52.2% | +90.9% | +77.9% |
| 5Y | +135.0% | +40.1% | +94.9% | +82.2% |
| 10Y | +778.1% | +169.7% | +608.4% | +311.6% |
| All | +13,245.4% | +729.8% | +12,515.6% | +2,742.2% |
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