+41.4%
IJR vs ALB
-46.5%
+87.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.5% |
| 7D | -1.1% | -8.6% | +7.5% | +0.6% |
| 30D | -3.6% | -4.0% | +0.4% | -3.0% |
| 3M | +2.3% | -17.4% | +19.7% | +5.7% |
| 6M | +14.3% | -25.4% | +39.7% | +19.4% |
| YTD | +19.3% | -10.5% | +29.8% | +18.6% |
| 1Y | +22.6% | +75.8% | -53.2% | +3.2% |
| 3Y | +53.5% | -28.5% | +82.1% | +50.3% |
| All | +41.4% | -46.5% | +87.9% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling