+13,193.3%
GOOGL vs IJR
+737.2%
+12,456.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.5% |
| 7D | -1.9% | -1.1% | -0.7% | -1.1% |
| 30D | -7.5% | -3.6% | -3.8% | -5.1% |
| 3M | -9.2% | +2.3% | -11.5% | -10.6% |
| 6M | +8.1% | +14.3% | -6.3% | -1.3% |
| YTD | +5.8% | +19.3% | -13.4% | -6.4% |
| 1Y | +38.3% | +22.6% | +15.7% | +19.9% |
| 3Y | +144.8% | +53.5% | +91.2% | +78.0% |
| 5Y | +132.5% | +39.9% | +92.6% | +80.4% |
| 10Y | +746.7% | +172.1% | +574.6% | +294.5% |
| All | +13,193.3% | +737.2% | +12,456.1% | +2,713.2% |
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