+150.3%
IJR vs D
+47.7%
+102.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.3% | -3.1% | +5.3% | +3.3% |
| 30D | +2.2% | +8.4% | -6.2% | -0.6% |
| 3M | -5.3% | +0.2% | -5.5% | -5.5% |
| 6M | +4.3% | +9.5% | -5.2% | +0.6% |
| YTD | +18.0% | +18.8% | -0.8% | +10.4% |
| 1Y | +19.2% | +14.7% | +4.5% | +12.8% |
| 3Y | +61.1% | +72.9% | -11.8% | +29.2% |
| 5Y | +27.3% | +13.1% | +14.2% | +18.3% |
| All | +150.3% | +47.7% | +102.6% | +129.4% |
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