+282.2%
IJR vs ALM
+8,394.4%
-8,112.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -0.8% |
| 7D | +0.9% | +8.4% | -7.5% | +0.9% |
| 30D | -3.1% | +34.8% | -38.0% | -3.2% |
| 3M | +4.4% | +16.2% | -11.8% | +4.3% |
| 6M | +16.1% | +2.1% | +14.0% | +16.1% |
| YTD | +20.6% | +117.0% | -96.4% | +20.3% |
| 1Y | +22.9% | +313.9% | -291.0% | +22.4% |
| 3Y | +55.2% | +2,327.9% | -2,272.7% | +54.0% |
| 5Y | +41.1% | +1,040.6% | -999.5% | +40.1% |
| 10Y | +167.0% | +3,219.4% | -3,052.5% | +164.8% |
| All | +282.2% | +8,394.4% | -8,112.1% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling