-19.2%
HON vs IJR
+13.7%
-32.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -0.6% |
| 30D | -11.9% | -4.7% | -7.2% | -8.2% |
| 3M | -6.1% | +2.1% | -8.2% | -7.8% |
| 6M | -19.2% | +13.9% | -33.1% | -27.4% |
| All | -19.2% | +13.7% | -32.9% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling