+229.5%
IJR vs ALLY
+124.8%
+104.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -0.2% | +3.7% | -3.8% | -1.6% |
| 30D | -2.4% | -2.3% | -0.2% | -1.6% |
| 3M | +3.9% | +3.8% | +0.1% | +2.1% |
| 6M | +12.4% | +9.7% | +2.7% | +7.5% |
| YTD | +21.5% | -1.4% | +22.9% | +21.1% |
| 1Y | +24.0% | +8.2% | +15.7% | +18.5% |
| 3Y | +49.7% | +66.5% | -16.8% | +16.7% |
| 5Y | +39.7% | +1.2% | +38.5% | +27.4% |
| 10Y | +169.0% | +191.4% | -22.4% | +47.2% |
| All | +229.5% | +124.8% | +104.6% | +89.0% |
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