+378.6%
IBM vs IJR
+1,116.7%
-738.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.2% | -0.6% | +0.2% |
| 30D | +9.2% | +3.8% | +5.3% | +6.6% |
| 3M | +4.9% | -5.7% | +10.7% | +8.9% |
| 6M | +16.8% | +4.6% | +12.1% | +13.1% |
| YTD | -14.3% | +18.0% | -32.3% | -23.0% |
| 1Y | -16.7% | +21.8% | -38.5% | -26.7% |
| 3Y | +82.2% | +61.1% | +21.1% | +31.5% |
| 5Y | +149.9% | +27.3% | +122.6% | +104.9% |
| 10Y | +142.6% | +154.1% | -11.5% | +21.8% |
| All | +378.6% | +1,116.7% | -738.0% | -36.5% |
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