+61.1%
IJR vs ALM
+909.2%
-848.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.4% |
| 7D | +2.2% | +1.2% | +0.9% | +2.1% |
| 30D | +3.8% | -19.3% | +23.2% | +4.8% |
| 3M | -5.7% | -40.6% | +34.9% | -3.7% |
| 6M | +4.6% | -57.9% | +62.5% | +8.1% |
| YTD | +18.0% | -6.7% | +24.7% | +17.4% |
| 1Y | +21.8% | +20.2% | +1.6% | +19.7% |
| 3Y | +61.1% | +879.4% | -818.4% | +41.8% |
| All | +61.1% | +909.2% | -848.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling