+19.9%
IJR vs ALLY
+5.0%
+14.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | -3.8% | +1.6% | -0.8% |
| 30D | -4.6% | -4.9% | +0.3% | -2.9% |
| 3M | +0.2% | -2.6% | +2.8% | +0.9% |
| 6M | +14.7% | +15.7% | -1.0% | +8.0% |
| YTD | +18.9% | -5.2% | +24.0% | +20.2% |
| 1Y | +19.9% | +2.8% | +17.1% | +14.5% |
| All | +19.9% | +5.0% | +14.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling