+28.6%
IJR vs D
+13.0%
+15.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | +3.5% | +9.0% | -5.5% | +1.0% |
| 3M | -3.8% | +1.0% | -4.7% | -4.1% |
| 6M | +4.3% | +11.0% | -6.7% | +0.9% |
| YTD | +19.4% | +19.8% | -0.4% | +12.6% |
| 1Y | +20.5% | +16.0% | +4.6% | +14.7% |
| 3Y | +63.0% | +74.4% | -11.3% | +33.4% |
| 5Y | +28.6% | +13.5% | +15.0% | +21.7% |
| All | +28.6% | +13.0% | +15.6% | +21.7% |
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