+168.1%
IJR vs ALM
+2,589.2%
-2,421.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.7% |
| 7D | -2.2% | -11.8% | +9.7% | -1.8% |
| 30D | -4.6% | +7.8% | -12.4% | -4.9% |
| 3M | +0.2% | -9.3% | +9.5% | +0.2% |
| 6M | +14.7% | -30.5% | +45.2% | +15.2% |
| YTD | +18.9% | +75.8% | -57.0% | +15.9% |
| 1Y | +19.9% | +241.2% | -221.2% | +14.4% |
| 3Y | +53.0% | +1,872.6% | -1,819.6% | +36.6% |
| 5Y | +40.9% | +849.6% | -808.7% | +27.2% |
| All | +168.1% | +2,589.2% | -2,421.2% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling