+913.8%
IJR vs BG
+1,192.5%
-278.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.3% | +3.7% | -6.0% | -3.4% |
| 30D | -4.7% | +12.3% | -17.0% | -8.1% |
| 3M | +2.1% | -2.2% | +4.3% | +2.2% |
| 6M | +13.9% | +5.3% | +8.5% | +10.9% |
| YTD | +18.2% | +42.4% | -24.2% | +4.9% |
| 1Y | +21.8% | +55.2% | -33.4% | +4.7% |
| 3Y | +52.2% | +21.0% | +31.2% | +38.8% |
| 5Y | +40.1% | +87.1% | -47.0% | +9.3% |
| 10Y | +169.7% | +169.8% | -0.2% | +79.2% |
| All | +913.8% | +1,192.5% | -278.6% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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