+41.4%
IJR vs DAR
-5.1%
+46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -3.6% | +7.4% | -11.1% | -5.6% |
| 3M | +2.3% | +15.7% | -13.4% | -2.2% |
| 6M | +14.3% | +30.0% | -15.7% | +5.3% |
| YTD | +19.3% | +87.5% | -68.2% | -1.1% |
| 1Y | +22.6% | +113.4% | -90.8% | -2.7% |
| 3Y | +53.5% | +15.3% | +38.2% | +41.5% |
| All | +41.4% | -5.1% | +46.5% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling