+220.0%
IJR vs ALLY
+97.2%
+122.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +3.2% |
| 30D | +2.2% | +2.0% | +0.2% | +1.3% |
| 3M | -5.3% | -13.3% | +8.0% | +0.2% |
| 6M | +4.3% | -9.9% | +14.1% | +8.2% |
| YTD | +18.0% | -13.5% | +31.5% | +23.9% |
| 1Y | +19.2% | -2.8% | +22.0% | +19.2% |
| 3Y | +61.1% | +63.4% | -2.3% | +26.7% |
| 5Y | +27.3% | -10.9% | +38.2% | +22.6% |
| 10Y | +154.1% | +174.7% | -20.6% | +43.3% |
| All | +220.0% | +97.2% | +122.8% | +93.4% |
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