+53.0%
IJR vs ALB
-33.7%
+86.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.1% |
| 7D | -2.2% | -6.6% | +4.5% | -1.1% |
| 30D | -4.6% | -8.1% | +3.5% | -3.4% |
| 3M | +0.2% | -25.7% | +25.9% | +4.9% |
| 6M | +14.7% | -29.5% | +44.2% | +20.0% |
| YTD | +18.9% | -16.2% | +35.1% | +19.4% |
| 1Y | +19.9% | +59.2% | -39.3% | +5.1% |
| 3Y | +53.0% | -33.7% | +86.8% | +49.5% |
| All | +53.0% | -33.7% | +86.8% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling