+24.0%
IJR vs ALM
+318.3%
-294.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | -2.4% | +32.0% | -34.4% | -4.2% |
| 3M | +3.9% | -15.0% | +19.0% | +4.2% |
| 6M | +12.4% | -10.1% | +22.5% | +11.5% |
| YTD | +21.5% | +99.4% | -77.9% | +16.5% |
| 1Y | +24.0% | +316.4% | -292.4% | +14.8% |
| All | +24.0% | +318.3% | -294.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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