+219.9%
IJR vs ALLY
+98.8%
+121.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +3.8% | +5.2% | -1.4% | +1.6% |
| 3M | -5.7% | -13.3% | +7.6% | -0.3% |
| 6M | +4.6% | -6.7% | +11.3% | +7.1% |
| YTD | +18.0% | -12.8% | +30.8% | +23.5% |
| 1Y | +21.8% | +0.7% | +21.1% | +20.0% |
| 3Y | +61.1% | +65.2% | -4.1% | +26.1% |
| 5Y | +27.3% | -10.1% | +37.5% | +22.2% |
| 10Y | +154.1% | +177.0% | -22.9% | +42.8% |
| All | +219.9% | +98.8% | +121.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling