+1,025.2%
IJR vs AGI
+5,269.5%
-4,244.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -2.3% | -5.3% | +2.9% | -2.0% |
| 30D | -4.7% | +6.8% | -11.4% | -5.1% |
| 3M | +2.1% | +8.3% | -6.2% | +1.5% |
| 6M | +13.9% | -29.2% | +43.1% | +15.5% |
| YTD | +18.2% | -7.3% | +25.5% | +18.0% |
| 1Y | +21.8% | +8.0% | +13.8% | +20.5% |
| 3Y | +52.2% | +206.6% | -154.4% | +42.0% |
| 5Y | +40.1% | +398.1% | -358.0% | +27.0% |
| 10Y | +169.7% | +384.0% | -214.3% | +138.0% |
| All | +1,025.2% | +5,269.5% | -4,244.3% | +815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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