+240.9%
IJR vs AR
-28.5%
+269.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.2% | +7.4% | -5.2% | +1.1% |
| 30D | +3.8% | +5.8% | -1.9% | +2.8% |
| 3M | -5.7% | +5.2% | -11.0% | -6.7% |
| 6M | +4.6% | +5.4% | -0.8% | +3.2% |
| YTD | +18.0% | +12.4% | +5.6% | +14.5% |
| 1Y | +21.8% | +12.8% | +9.0% | +18.0% |
| 3Y | +61.1% | +47.2% | +13.9% | +47.0% |
| 5Y | +27.3% | +101.1% | -73.8% | +7.7% |
| 10Y | +154.1% | +57.6% | +96.5% | +91.1% |
| All | +240.9% | -28.5% | +269.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling