+1,148.9%
IJR vs AA
+0.6%
+1,148.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.8% |
| 7D | +0.9% | +1.7% | -0.7% | +0.4% |
| 30D | -3.1% | +3.3% | -6.5% | -4.4% |
| 3M | +4.4% | -29.4% | +33.8% | +14.0% |
| 6M | +16.1% | -12.8% | +28.9% | +17.5% |
| YTD | +20.6% | -2.1% | +22.7% | +16.9% |
| 1Y | +22.9% | +62.8% | -39.9% | +1.1% |
| 3Y | +55.2% | +90.5% | -35.3% | +14.3% |
| 5Y | +41.1% | +19.1% | +22.0% | +8.0% |
| 10Y | +167.0% | +124.8% | +42.2% | +35.8% |
| All | +1,148.9% | +0.6% | +1,148.2% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling