+150.3%
IJR vs COO
+41.1%
+109.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +3.8% | +14.2% | -10.3% | -1.7% |
| 3M | -5.7% | -18.2% | +12.5% | +1.4% |
| 6M | +4.6% | +5.3% | -0.7% | +0.4% |
| YTD | +18.0% | -23.6% | +41.5% | +29.8% |
| 1Y | +21.8% | -12.7% | +34.5% | +26.2% |
| 3Y | +61.1% | -24.2% | +85.3% | +70.9% |
| 5Y | +27.3% | -40.0% | +67.3% | +47.6% |
| All | +150.3% | +41.1% | +109.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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