+41.4%
IJR vs COO
-43.5%
+84.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +1.2% |
| 7D | -1.1% | -9.0% | +7.8% | +2.3% |
| 30D | -3.6% | -16.8% | +13.2% | +3.0% |
| 3M | +2.3% | -7.5% | +9.8% | +4.8% |
| 6M | +14.3% | -16.3% | +30.6% | +21.4% |
| YTD | +19.3% | -22.5% | +41.8% | +30.5% |
| 1Y | +22.6% | -7.0% | +29.6% | +24.4% |
| 3Y | +53.5% | -27.5% | +81.0% | +66.0% |
| All | +41.4% | -43.5% | +84.9% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling