+72.8%
HCA vs IJR
+39.9%
+32.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +5.4% | -2.2% | +7.6% | +6.6% |
| 30D | +3.0% | -4.6% | +7.6% | +5.5% |
| 3M | +13.0% | +0.2% | +12.8% | +12.7% |
| 6M | -20.3% | +14.7% | -35.0% | -26.1% |
| YTD | -8.2% | +18.9% | -27.1% | -16.9% |
| 1Y | +6.7% | +19.9% | -13.2% | -4.2% |
| 3Y | +60.4% | +53.0% | +7.4% | +18.7% |
| All | +72.8% | +39.9% | +32.8% | +33.1% |
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 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