+836.9%
HOOD vs IJR
+61.8%
+775.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +2.2% | -5.9% | -7.2% |
| 30D | -23.0% | +3.8% | -26.8% | -27.5% |
| 3M | -21.6% | -5.7% | -15.9% | -12.4% |
| 6M | +1.4% | +4.6% | -3.2% | -5.4% |
| YTD | -31.2% | +18.0% | -49.1% | -47.1% |
| 1Y | -35.9% | +21.8% | -57.7% | -53.4% |
| 3Y | +836.9% | +61.1% | +775.9% | +480.1% |
| All | +836.9% | +61.8% | +775.1% | +480.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling