+168.1%
IJR vs A
+256.4%
-88.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.7% |
| 7D | -2.2% | -2.6% | +0.4% | -1.0% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | +0.2% | +13.6% | -13.4% | -6.0% |
| 6M | +14.7% | +27.8% | -13.1% | +0.4% |
| YTD | +18.9% | +8.6% | +10.2% | +12.3% |
| 1Y | +19.9% | +16.9% | +3.1% | +8.8% |
| 3Y | +53.0% | +32.9% | +20.1% | +26.1% |
| 5Y | +40.9% | -14.1% | +55.0% | +42.0% |
| All | +168.1% | +256.4% | -88.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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