+169.0%
IJR vs D
+38.4%
+130.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -3.6% | -2.1% | -1.5% | -3.0% |
| 3M | +2.3% | -0.7% | +3.1% | +2.5% |
| 6M | +14.3% | +5.6% | +8.8% | +11.8% |
| YTD | +19.3% | +14.6% | +4.7% | +13.2% |
| 1Y | +22.6% | +15.3% | +7.3% | +15.9% |
| 3Y | +53.5% | +59.1% | -5.6% | +27.0% |
| 5Y | +39.9% | +3.9% | +36.0% | +34.1% |
| All | +169.0% | +38.4% | +130.7% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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