+53.6%
IJR vs ALL
+151.8%
-98.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -3.6% | -5.6% | +2.0% | -2.8% |
| 3M | +2.3% | +17.2% | -14.9% | -1.0% |
| 6M | +14.3% | +23.2% | -8.9% | +9.3% |
| YTD | +19.3% | +23.6% | -4.3% | +13.7% |
| 1Y | +22.6% | +29.2% | -6.6% | +15.5% |
| All | +53.6% | +151.8% | -98.3% | +24.4% |
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