+24.2%
IJR vs DG
+45.3%
-21.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | +0.4% |
| 7D | +2.3% | +12.3% | -10.0% | +0.9% |
| 30D | +2.8% | +19.3% | -16.5% | +0.6% |
| 3M | -4.6% | +11.9% | -16.5% | -6.0% |
| 6M | +5.7% | +25.0% | -19.3% | +2.4% |
| YTD | +19.9% | +8.7% | +11.2% | +18.0% |
| 1Y | +24.2% | +44.7% | -20.5% | +16.6% |
| All | +24.2% | +45.3% | -21.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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