+53.0%
IJR vs DG
+4.6%
+48.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -2.2% | -6.5% | +4.3% | -1.7% |
| 30D | -4.6% | +4.2% | -8.8% | -4.9% |
| 3M | +0.2% | +9.5% | -9.3% | -0.5% |
| 6M | +14.7% | -13.1% | +27.9% | +15.4% |
| YTD | +18.9% | -4.8% | +23.7% | +18.9% |
| 1Y | +19.9% | +20.6% | -0.7% | +18.2% |
| 3Y | +53.0% | +4.9% | +48.1% | +50.8% |
| All | +53.0% | +4.6% | +48.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling