+39.7%
IJR vs AS
+123.4%
-83.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.2% | -4.9% | +7.0% | +3.1% |
| 30D | +3.8% | +3.9% | 0.0% | +3.0% |
| 3M | -5.7% | -9.6% | +3.9% | -4.1% |
| 6M | +4.6% | -8.7% | +13.3% | +5.9% |
| YTD | +18.0% | -19.8% | +37.8% | +21.7% |
| 1Y | +21.8% | -1.5% | +23.3% | +20.6% |
| All | +39.7% | +123.4% | -83.7% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling