+1,121.9%
IJR vs ALL
+1,750.5%
-628.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.2% | +5.0% | -2.9% | 0.0% |
| 30D | +3.8% | +13.3% | -9.5% | -1.9% |
| 3M | -5.7% | +3.2% | -8.9% | -7.5% |
| 6M | +4.6% | +25.3% | -20.7% | -6.7% |
| YTD | +18.0% | +30.5% | -12.5% | +2.7% |
| 1Y | +21.8% | +29.2% | -7.4% | +6.4% |
| 3Y | +61.1% | +119.1% | -58.0% | +7.9% |
| 5Y | +27.3% | +162.6% | -135.3% | -23.6% |
| 10Y | +154.1% | +378.8% | -224.6% | +15.6% |
| All | +1,121.9% | +1,750.5% | -628.6% | +230.5% |
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