+55.2%
IJR vs AR
+44.7%
+10.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.9% | -1.8% | +2.8% | +1.2% |
| 30D | -3.1% | +12.6% | -15.7% | -4.9% |
| 3M | +4.4% | +10.0% | -5.6% | +2.7% |
| 6M | +16.1% | +0.6% | +15.5% | +15.3% |
| YTD | +20.6% | +13.4% | +7.2% | +16.7% |
| 1Y | +22.9% | +21.7% | +1.1% | +16.5% |
| 3Y | +55.2% | +45.8% | +9.4% | +38.2% |
| All | +55.2% | +44.7% | +10.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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