+1,131.0%
IJR vs AU
+796.9%
+334.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.2% | -4.3% | +2.1% | -1.8% |
| 30D | -4.6% | +7.3% | -11.9% | -5.3% |
| 3M | +0.2% | +26.3% | -26.1% | -2.2% |
| 6M | +14.7% | +1.8% | +13.0% | +13.7% |
| YTD | +18.9% | +26.8% | -8.0% | +15.1% |
| 1Y | +19.9% | +66.7% | -46.7% | +13.0% |
| 3Y | +53.0% | +579.1% | -526.0% | +24.8% |
| 5Y | +40.9% | +689.3% | -648.5% | +11.4% |
| 10Y | +171.1% | +686.6% | -515.5% | +102.3% |
| All | +1,131.0% | +796.9% | +334.1% | +793.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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