+61.1%
IJR vs AG
+195.3%
-134.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +2.2% | -10.0% | +12.1% | +3.2% |
| 30D | +3.8% | -10.5% | +14.3% | +4.9% |
| 3M | -5.7% | -27.3% | +21.5% | -3.1% |
| 6M | +4.6% | -43.0% | +47.6% | +9.5% |
| YTD | +18.0% | -17.9% | +35.9% | +17.4% |
| 1Y | +21.8% | +11.9% | +9.9% | +17.0% |
| 3Y | +61.1% | +201.8% | -140.7% | +26.5% |
| All | +61.1% | +195.3% | -134.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling