+168.1%
IJR vs AG
+68.4%
+99.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.8% |
| 7D | -2.2% | -6.7% | +4.6% | -1.6% |
| 30D | -4.6% | +2.2% | -6.8% | -4.9% |
| 3M | +0.2% | +15.7% | -15.5% | -1.4% |
| 6M | +14.7% | -23.8% | +38.5% | +16.3% |
| YTD | +18.9% | +17.6% | +1.2% | +15.2% |
| 1Y | +19.9% | +88.6% | -68.7% | +10.7% |
| 3Y | +53.0% | +253.4% | -200.4% | +29.6% |
| 5Y | +40.9% | +62.4% | -21.6% | +24.4% |
| All | +168.1% | +68.4% | +99.7% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling