+1,148.9%
IJR vs DAR
+5,551.4%
-4,402.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -3.1% | +13.0% | -16.1% | -4.5% |
| 3M | +4.4% | +15.0% | -10.6% | +2.6% |
| 6M | +16.1% | +26.8% | -10.7% | +12.8% |
| YTD | +20.6% | +86.4% | -65.8% | +12.2% |
| 1Y | +22.9% | +115.1% | -92.2% | +12.4% |
| 3Y | +55.2% | +14.6% | +40.6% | +50.0% |
| 5Y | +41.1% | -8.8% | +49.9% | +38.5% |
| 10Y | +167.0% | +356.5% | -189.6% | +125.3% |
| All | +1,148.9% | +5,551.4% | -4,402.5% | +898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling