+39.8%
IJR vs ADM
+65.2%
-25.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | +2.5% | -4.7% | -2.7% |
| 30D | -4.6% | +9.5% | -14.1% | -6.6% |
| 3M | +0.2% | +10.6% | -10.4% | -2.3% |
| 6M | +14.7% | +24.0% | -9.3% | +8.2% |
| YTD | +18.9% | +54.0% | -35.1% | +5.9% |
| 1Y | +19.9% | +45.3% | -25.4% | +8.1% |
| 3Y | +53.0% | +21.8% | +31.3% | +43.0% |
| All | +39.8% | +65.2% | -25.4% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling