+243.8%
HPQ vs IJR
+172.1%
+71.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +7.9% |
| 7D | +9.8% | -2.2% | +11.9% | +12.0% |
| 30D | +22.4% | -4.6% | +26.9% | +27.7% |
| 3M | +45.2% | +0.2% | +44.9% | +44.6% |
| 6M | +96.4% | +14.7% | +81.7% | +71.9% |
| YTD | +65.4% | +18.9% | +46.5% | +39.7% |
| 1Y | +31.6% | +19.9% | +11.6% | +10.4% |
| 3Y | +37.0% | +53.0% | -16.0% | -9.6% |
| 5Y | +53.0% | +40.9% | +12.1% | +9.3% |
| All | +243.8% | +172.1% | +71.8% | +38.2% |
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 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