+480.1%
IJR vs AG
+439.9%
+40.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.9% | +4.5% | -3.6% | +0.5% |
| 30D | -3.1% | +12.9% | -16.0% | -4.4% |
| 3M | +4.4% | +20.9% | -16.5% | +2.0% |
| 6M | +16.1% | -19.5% | +35.7% | +17.4% |
| YTD | +20.6% | +24.8% | -4.2% | +15.8% |
| 1Y | +22.9% | +120.2% | -97.4% | +10.7% |
| 3Y | +55.2% | +279.0% | -223.8% | +28.3% |
| 5Y | +41.1% | +67.9% | -26.8% | +23.0% |
| 10Y | +167.0% | +57.5% | +109.5% | +115.9% |
| All | +480.1% | +439.9% | +40.2% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling