+27.3%
IJR vs ALLY
-10.9%
+38.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +3.1% |
| 30D | +2.2% | +2.0% | +0.2% | +1.4% |
| 3M | -5.3% | -13.3% | +8.0% | -0.1% |
| 6M | +4.3% | -9.9% | +14.1% | +8.1% |
| YTD | +18.0% | -13.5% | +31.5% | +23.7% |
| 1Y | +19.2% | -2.8% | +22.0% | +19.2% |
| 3Y | +61.1% | +63.4% | -2.3% | +29.4% |
| 5Y | +27.3% | -10.9% | +38.2% | +26.8% |
| All | +27.3% | -10.9% | +38.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling