+63.0%
IJR vs AR
+46.6%
+16.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.4% | +2.1% | -2.5% | -0.7% |
| 30D | +3.5% | +4.5% | -1.0% | +2.7% |
| 3M | -3.8% | +1.0% | -4.8% | -4.2% |
| 6M | +4.3% | +4.4% | -0.1% | +3.1% |
| YTD | +19.4% | +10.9% | +8.5% | +15.6% |
| 1Y | +20.5% | +8.6% | +12.0% | +17.0% |
| All | +63.0% | +46.6% | +16.5% | +47.2% |
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