+40.2%
IJR vs COMP
-49.2%
+89.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.2% |
| 7D | +0.2% | +14.5% | -14.4% | -1.7% |
| 30D | +3.0% | +14.9% | -11.9% | +0.9% |
| 3M | -4.5% | -14.2% | +9.7% | -3.1% |
| 6M | +3.1% | +23.7% | -20.6% | -0.8% |
| YTD | +18.9% | +2.1% | +16.8% | +15.8% |
| 1Y | +21.7% | +26.2% | -4.5% | +15.2% |
| 3Y | +64.0% | +470.9% | -406.9% | +22.1% |
| 5Y | +27.6% | -14.0% | +41.6% | +8.9% |
| All | +40.2% | -49.2% | +89.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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