+43.3%
IJR vs COMP
-47.7%
+90.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -0.2% | +1.4% | -1.5% | -0.4% |
| 30D | -2.4% | -13.3% | +10.9% | -0.7% |
| 3M | +3.9% | +41.1% | -37.2% | -1.1% |
| 6M | +12.4% | +17.2% | -4.8% | +8.4% |
| YTD | +21.5% | +5.2% | +16.3% | +18.3% |
| 1Y | +24.0% | +18.9% | +5.1% | +18.2% |
| 3Y | +49.7% | +215.9% | -166.2% | +19.7% |
| 5Y | +39.7% | -31.2% | +70.9% | +22.1% |
| All | +43.3% | -47.7% | +90.9% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling