+1,158.3%
IJR vs COO
+1,611.4%
-453.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.2% | -2.2% | +2.1% | +0.6% |
| 30D | -2.4% | -7.0% | +4.6% | -0.2% |
| 3M | +3.9% | +12.2% | -8.3% | -0.4% |
| 6M | +12.4% | -15.1% | +27.5% | +17.8% |
| YTD | +21.5% | -15.1% | +36.6% | +27.3% |
| 1Y | +24.0% | +2.3% | +21.6% | +21.9% |
| 3Y | +49.7% | -23.7% | +73.4% | +58.5% |
| 5Y | +39.7% | -38.9% | +78.6% | +57.0% |
| 10Y | +169.0% | +49.9% | +119.1% | +126.3% |
| All | +1,158.3% | +1,611.4% | -453.1% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling