+19.2%
IJR vs COMP
+6.6%
+12.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.9% |
| 7D | +2.3% | +8.9% | -6.6% | +1.1% |
| 30D | +2.2% | +14.0% | -11.8% | +0.3% |
| 3M | -5.3% | -21.1% | +15.8% | -3.0% |
| 6M | +4.3% | +20.1% | -15.8% | +0.7% |
| YTD | +18.0% | -5.0% | +23.0% | +16.3% |
| 1Y | +19.2% | +5.7% | +13.5% | +14.8% |
| All | +19.2% | +6.6% | +12.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling