+1,126.8%
IJR vs D
+794.6%
+332.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.9% |
| 30D | +2.6% | +10.9% | -8.3% | -1.8% |
| 3M | -4.3% | +2.8% | -7.1% | -5.6% |
| 6M | +2.7% | +12.7% | -10.0% | -2.9% |
| YTD | +18.5% | +20.3% | -1.9% | +8.6% |
| 1Y | +20.1% | +17.1% | +2.9% | +11.1% |
| 3Y | +61.7% | +75.1% | -13.4% | +23.2% |
| 5Y | +28.5% | +13.1% | +15.4% | +16.7% |
| 10Y | +161.6% | +48.3% | +113.3% | +100.2% |
| All | +1,126.8% | +794.6% | +332.2% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling