+168.1%
IJR vs AA
+122.9%
+45.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -3.4% | +1.3% | -1.4% |
| 30D | -4.6% | -5.8% | +1.2% | -3.4% |
| 3M | +0.2% | -29.9% | +30.1% | +8.3% |
| 6M | +14.7% | -27.0% | +41.7% | +21.2% |
| YTD | +18.9% | -8.7% | +27.6% | +17.7% |
| 1Y | +19.9% | +50.6% | -30.7% | +3.5% |
| 3Y | +53.0% | +74.1% | -21.0% | +20.7% |
| 5Y | +40.9% | +2.6% | +38.3% | +16.6% |
| All | +168.1% | +122.9% | +45.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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