+41.3%
IJR vs AS
+107.2%
-66.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | -3.6% | -23.2% | +19.6% | +1.2% |
| 3M | +2.3% | -20.1% | +22.4% | +6.4% |
| 6M | +14.3% | -18.5% | +32.9% | +18.1% |
| YTD | +19.3% | -25.6% | +44.9% | +25.0% |
| 1Y | +22.6% | -24.4% | +47.0% | +27.7% |
| All | +41.3% | +107.2% | -66.0% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling