+21.3%
HPQ vs IJR
+24.2%
-2.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.5% | +5.0% |
| 7D | -7.8% | +2.3% | -10.0% | -9.0% |
| 30D | -4.9% | +2.8% | -7.7% | -6.5% |
| 3M | +4.9% | -4.6% | +9.5% | +7.8% |
| 6M | +47.1% | +5.7% | +41.4% | +41.6% |
| YTD | +39.5% | +19.9% | +19.6% | +20.6% |
| 1Y | +21.3% | +24.2% | -2.9% | +1.2% |
| All | +21.3% | +24.2% | -2.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling