+19.9%
IJR vs DAR
+107.8%
-87.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -2.2% | -0.1% | -2.0% | -2.2% |
| 30D | -4.6% | +2.6% | -7.2% | -4.9% |
| 3M | +0.2% | +14.2% | -14.0% | -1.4% |
| 6M | +14.7% | +17.2% | -2.5% | +11.7% |
| YTD | +18.9% | +80.9% | -62.0% | +7.1% |
| 1Y | +19.9% | +104.0% | -84.0% | +5.6% |
| All | +19.9% | +107.8% | -87.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling