+143.8%
IBM vs IJR
+172.1%
-28.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.6% |
| 7D | +3.6% | -2.2% | +5.7% | +4.9% |
| 30D | +3.1% | -4.6% | +7.7% | +6.0% |
| 3M | -10.8% | +0.2% | -11.1% | -11.1% |
| 6M | -0.8% | +14.7% | -15.5% | -9.0% |
| YTD | -16.2% | +18.9% | -35.1% | -24.6% |
| 1Y | -2.9% | +19.9% | -22.8% | -13.2% |
| 3Y | +79.8% | +53.0% | +26.8% | +35.9% |
| 5Y | +124.9% | +40.9% | +84.0% | +75.0% |
| All | +143.8% | +172.1% | -28.3% | +22.8% |
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