+168.1%
IJR vs COO
+17.0%
+151.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.2% | -22.5% | +20.4% | +7.9% |
| 30D | -4.6% | -29.7% | +25.1% | +9.5% |
| 3M | +0.2% | -20.1% | +20.4% | +8.7% |
| 6M | +14.7% | -26.9% | +41.6% | +28.6% |
| YTD | +18.9% | -34.2% | +53.1% | +39.4% |
| 1Y | +19.9% | -21.3% | +41.2% | +29.5% |
| 3Y | +53.0% | -38.7% | +91.7% | +77.9% |
| 5Y | +40.9% | -52.2% | +93.1% | +80.0% |
| All | +168.1% | +17.0% | +151.1% | +150.0% |
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