+123.6%
HOOD vs IJR
+38.8%
+84.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +2.2% | -5.9% | -7.0% |
| 30D | -23.0% | +3.8% | -26.8% | -27.2% |
| 3M | -21.6% | -5.7% | -15.9% | -12.9% |
| 6M | +1.4% | +4.6% | -3.2% | -5.0% |
| YTD | -31.2% | +18.0% | -49.1% | -46.4% |
| 1Y | -35.9% | +21.8% | -57.7% | -52.6% |
| 3Y | +836.9% | +61.1% | +775.9% | +379.2% |
| 5Y | +121.1% | +27.3% | +93.8% | +49.2% |
| All | +123.6% | +38.8% | +84.8% | +57.5% |
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