+54.6%
IJR vs COMP
+353.8%
-299.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -1.4% |
| 7D | -1.9% | +13.4% | -15.3% | -3.7% |
| 30D | +0.4% | +11.1% | -10.7% | -1.3% |
| 3M | -6.6% | -18.8% | +12.3% | -4.3% |
| 6M | -0.3% | +10.5% | -10.8% | -2.9% |
| YTD | +15.5% | -3.4% | +18.9% | +13.2% |
| 1Y | +19.2% | +19.7% | -0.5% | +13.0% |
| 3Y | +54.6% | +381.6% | -327.0% | +8.1% |
| All | +54.6% | +353.8% | -299.2% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling