+1,158.3%
IJR vs ALL
+1,694.7%
-536.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.4% | -1.5% | -0.9% | -2.0% |
| 3M | +3.9% | +23.6% | -19.7% | -6.2% |
| 6M | +12.4% | +22.3% | -9.9% | +1.6% |
| YTD | +21.5% | +26.5% | -5.0% | +7.7% |
| 1Y | +24.0% | +27.0% | -3.0% | +9.3% |
| 3Y | +49.7% | +149.6% | -99.9% | -5.4% |
| 5Y | +39.7% | +118.1% | -78.4% | -8.5% |
| 10Y | +169.0% | +369.0% | -200.0% | +24.0% |
| All | +1,158.3% | +1,694.7% | -536.4% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling