+251.0%
IJR vs AR
-27.2%
+278.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | -2.4% | +14.8% | -17.2% | -4.5% |
| 3M | +3.9% | +6.2% | -2.3% | +2.7% |
| 6M | +12.4% | +4.3% | +8.1% | +11.0% |
| YTD | +21.5% | +14.4% | +7.1% | +17.9% |
| 1Y | +24.0% | +21.3% | +2.6% | +18.9% |
| 3Y | +49.7% | +39.8% | +9.9% | +37.8% |
| 5Y | +39.7% | +142.1% | -102.4% | +15.0% |
| 10Y | +169.0% | +52.0% | +117.0% | +103.5% |
| All | +251.0% | -27.2% | +278.3% | +189.0% |
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