+140.1%
GOOGL vs IJR
+39.9%
+100.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +1.6% |
| 30D | -1.4% | -4.6% | +3.2% | +1.9% |
| 3M | -5.3% | +0.2% | -5.6% | -5.5% |
| 6M | +9.8% | +14.7% | -4.9% | -0.2% |
| YTD | +8.4% | +18.9% | -10.5% | -4.3% |
| 1Y | +41.2% | +19.9% | +21.3% | +23.7% |
| 3Y | +149.6% | +53.0% | +96.6% | +76.7% |
| All | +140.1% | +39.9% | +100.1% | +80.5% |
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