+150.3%
IJR vs ALB
+32.4%
+117.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.2% | -5.8% | +7.9% | +3.7% |
| 30D | +3.8% | -4.5% | +8.4% | +4.8% |
| 3M | -5.7% | -28.1% | +22.3% | +1.8% |
| 6M | +4.6% | -53.2% | +57.8% | +25.2% |
| YTD | +18.0% | -33.3% | +51.3% | +25.7% |
| 1Y | +21.8% | -17.4% | +39.2% | +21.9% |
| 3Y | +61.1% | -14.1% | +75.2% | +45.0% |
| 5Y | +27.3% | -64.0% | +91.4% | +42.4% |
| All | +150.3% | +32.4% | +117.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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