+52.2%
IJR vs ADM
+21.5%
+30.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.3% | +3.0% | -5.3% | -2.7% |
| 30D | -4.7% | +8.7% | -13.4% | -5.9% |
| 3M | +2.1% | +7.6% | -5.5% | +0.9% |
| 6M | +13.9% | +26.9% | -13.0% | +9.1% |
| YTD | +18.2% | +54.3% | -36.1% | +9.3% |
| 1Y | +21.8% | +45.7% | -23.8% | +13.6% |
| All | +52.2% | +21.5% | +30.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling