+1,135.5%
IJR vs DD
+354.3%
+781.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | 0.0% |
| 7D | -1.1% | -3.8% | +2.7% | +0.5% |
| 30D | -3.6% | -9.2% | +5.6% | +0.4% |
| 3M | +2.3% | -9.0% | +11.3% | +6.2% |
| 6M | +14.3% | -5.0% | +19.3% | +15.9% |
| YTD | +19.3% | +7.4% | +11.9% | +14.2% |
| 1Y | +22.6% | +35.1% | -12.5% | +5.7% |
| 3Y | +53.5% | +43.2% | +10.3% | +26.5% |
| 5Y | +39.9% | +59.6% | -19.7% | +8.6% |
| 10Y | +172.1% | +66.5% | +105.5% | +95.1% |
| All | +1,135.5% | +354.3% | +781.1% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling