+346.4%
IBM vs IJR
+1,143.6%
-797.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.7% |
| 7D | +0.3% | +0.9% | -0.6% | -0.3% |
| 30D | -1.5% | -3.1% | +1.7% | +0.5% |
| 3M | -16.8% | +4.4% | -21.2% | -19.2% |
| 6M | -9.0% | +16.1% | -25.2% | -17.5% |
| YTD | -20.1% | +20.6% | -40.6% | -29.1% |
| 1Y | -7.0% | +22.9% | -29.9% | -18.7% |
| 3Y | +72.4% | +55.2% | +17.2% | +27.3% |
| 5Y | +112.0% | +41.1% | +70.9% | +62.4% |
| 10Y | +131.6% | +167.0% | -35.4% | +12.5% |
| All | +346.4% | +1,143.6% | -797.2% | -41.6% |
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