+168.1%
IJR vs ALL
+365.1%
-197.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | +0.2% | +16.0% | -15.8% | -7.2% |
| 6M | +14.7% | +24.6% | -9.9% | +2.1% |
| YTD | +18.9% | +23.7% | -4.8% | +5.6% |
| 1Y | +19.9% | +27.7% | -7.8% | +4.5% |
| 3Y | +53.0% | +150.2% | -97.2% | -10.3% |
| 5Y | +40.9% | +117.1% | -76.2% | -13.9% |
| All | +168.1% | +365.1% | -197.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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