+168.1%
IJR vs ALB
+77.7%
+90.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.5% |
| 7D | -2.2% | -6.9% | +4.8% | -0.4% |
| 30D | -4.6% | -8.4% | +3.8% | -2.7% |
| 3M | +0.2% | -25.9% | +26.2% | +7.4% |
| 6M | +14.7% | -29.7% | +44.4% | +22.8% |
| YTD | +18.9% | -16.5% | +35.4% | +20.1% |
| 1Y | +19.9% | +58.7% | -38.8% | -0.1% |
| 3Y | +53.0% | -34.0% | +87.0% | +51.7% |
| 5Y | +40.9% | -48.3% | +89.1% | +41.9% |
| All | +168.1% | +77.7% | +90.4% | +60.2% |
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