+39.9%
IJR vs D
+5.1%
+34.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -3.6% | -2.1% | -1.5% | -3.1% |
| 3M | +2.3% | -0.7% | +3.1% | +2.4% |
| 6M | +14.3% | +5.6% | +8.8% | +12.2% |
| YTD | +19.3% | +14.6% | +4.7% | +14.2% |
| 1Y | +22.6% | +15.3% | +7.3% | +16.9% |
| 3Y | +53.5% | +59.1% | -5.6% | +29.9% |
| 5Y | +39.9% | +3.9% | +36.0% | +34.4% |
| All | +39.9% | +5.1% | +34.8% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling