+622.3%
HON vs IJR
+1,119.4%
-497.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -0.7% |
| 30D | -11.9% | -4.7% | -7.2% | -8.3% |
| 3M | -6.1% | +2.1% | -8.2% | -7.7% |
| 6M | -19.2% | +13.9% | -33.1% | -27.5% |
| YTD | +0.2% | +18.2% | -18.1% | -12.9% |
| 1Y | -1.5% | +21.8% | -23.3% | -16.7% |
| 3Y | +17.9% | +52.2% | -34.2% | -19.7% |
| 5Y | +1.9% | +40.1% | -38.2% | -27.1% |
| 10Y | +135.2% | +169.7% | -34.5% | -9.4% |
| All | +622.3% | +1,119.4% | -497.1% | -43.5% |
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 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