+61.1%
IJR vs ALL
+117.7%
-56.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.2% | +5.0% | -2.9% | +1.5% |
| 30D | +3.8% | +13.3% | -9.5% | +2.0% |
| 3M | -5.7% | +3.2% | -8.9% | -6.2% |
| 6M | +4.6% | +25.3% | -20.7% | +0.3% |
| YTD | +18.0% | +30.5% | -12.5% | +11.8% |
| 1Y | +21.8% | +29.2% | -7.4% | +15.6% |
| 3Y | +61.1% | +119.1% | -58.0% | +48.3% |
| All | +61.1% | +117.7% | -56.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling