+223.3%
HOOD vs IJR
+39.8%
+183.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.5% |
| 7D | -7.8% | -2.2% | -5.6% | -4.4% |
| 30D | +18.6% | -4.6% | +23.2% | +28.5% |
| 3M | +22.1% | +0.2% | +21.8% | +21.5% |
| 6M | +43.1% | +14.7% | +28.3% | +15.2% |
| YTD | -0.5% | +18.9% | -19.3% | -23.9% |
| 1Y | -4.4% | +19.9% | -24.3% | -27.3% |
| 3Y | +938.5% | +53.0% | +885.4% | +471.9% |
| 5Y | +173.4% | +40.9% | +132.6% | +90.1% |
| All | +223.3% | +39.8% | +183.5% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling