+39.8%
IJR vs DD
+56.1%
-16.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -2.2% | -3.5% | +1.3% | -0.5% |
| 30D | -4.6% | -11.7% | +7.1% | +1.0% |
| 3M | +0.2% | -9.2% | +9.5% | +4.5% |
| 6M | +14.7% | -7.2% | +21.9% | +17.6% |
| YTD | +18.9% | +6.6% | +12.3% | +13.2% |
| 1Y | +19.9% | +32.0% | -12.1% | +2.2% |
| 3Y | +53.0% | +42.1% | +10.9% | +22.2% |
| All | +39.8% | +56.1% | -16.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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