+39.6%
IJR vs AUR
-35.7%
+75.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -4.6% | -6.4% | +1.8% | -4.1% |
| 3M | +0.2% | +7.7% | -7.5% | -1.0% |
| 6M | +14.7% | +44.5% | -29.8% | +8.9% |
| YTD | +18.9% | +67.4% | -48.6% | +10.7% |
| 1Y | +19.9% | +15.4% | +4.5% | +15.8% |
| 3Y | +53.0% | +94.8% | -41.8% | +29.5% |
| 5Y | +40.9% | -35.1% | +76.0% | +14.9% |
| All | +39.6% | -35.7% | +75.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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