+39.8%
IJR vs ALM
+839.2%
-799.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | -2.2% | -11.8% | +9.7% | -1.7% |
| 30D | -4.6% | +7.8% | -12.4% | -5.1% |
| 3M | +0.2% | -9.3% | +9.5% | +0.2% |
| 6M | +14.7% | -30.5% | +45.2% | +15.4% |
| YTD | +18.9% | +75.8% | -57.0% | +14.9% |
| 1Y | +19.9% | +241.2% | -221.2% | +12.4% |
| 3Y | +53.0% | +1,872.6% | -1,819.6% | +29.1% |
| All | +39.8% | +839.2% | -799.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling