+24.2%
IJR vs AG
+29.4%
-5.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.1% | -7.8% | +0.5% |
| 7D | +2.3% | -2.6% | +4.9% | +2.4% |
| 30D | +2.8% | -12.1% | +14.9% | +3.8% |
| 3M | -4.6% | -6.6% | +2.0% | -4.4% |
| 6M | +5.7% | -20.5% | +26.1% | +6.7% |
| YTD | +19.9% | -7.4% | +27.4% | +18.2% |
| 1Y | +24.2% | +33.4% | -9.2% | +18.9% |
| All | +24.2% | +29.4% | -5.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling