+1,124.6%
IJR vs AON
+1,180.9%
-56.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.3% | -5.9% | +3.6% | -0.1% |
| 30D | -4.7% | -13.7% | +9.0% | +0.4% |
| 3M | +2.1% | -8.3% | +10.4% | +4.7% |
| 6M | +13.9% | -3.6% | +17.5% | +14.0% |
| YTD | +18.2% | -12.4% | +30.6% | +22.2% |
| 1Y | +21.8% | -14.6% | +36.5% | +27.0% |
| 3Y | +52.2% | -5.7% | +57.9% | +50.3% |
| 5Y | +40.1% | +9.1% | +31.0% | +29.2% |
| 10Y | +169.7% | +208.7% | -39.1% | +64.5% |
| All | +1,124.6% | +1,180.9% | -56.4% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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