+40.1%
IJR vs AA
+5.3%
+34.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.1% |
| 7D | -2.3% | -5.4% | +3.1% | -1.3% |
| 30D | -4.7% | -10.7% | +6.0% | -2.7% |
| 3M | +2.1% | -26.2% | +28.3% | +7.8% |
| 6M | +13.9% | -20.9% | +34.8% | +17.1% |
| YTD | +18.2% | -8.6% | +26.9% | +17.1% |
| 1Y | +21.8% | +57.4% | -35.6% | +6.1% |
| 3Y | +52.2% | +77.8% | -25.6% | +23.6% |
| 5Y | +40.1% | +2.7% | +37.4% | +20.2% |
| All | +40.1% | +5.3% | +34.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling