+611.4%
IJR vs DG
+577.8%
+33.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | +0.9% | -2.5% | +3.4% | +1.4% |
| 30D | -3.1% | +1.0% | -4.2% | -3.5% |
| 3M | +4.4% | +20.3% | -15.9% | +0.1% |
| 6M | +16.1% | -11.7% | +27.9% | +18.4% |
| YTD | +20.6% | -2.3% | +22.9% | +20.1% |
| 1Y | +22.9% | +20.0% | +2.9% | +16.5% |
| 3Y | +55.2% | +7.2% | +48.0% | +44.8% |
| 5Y | +41.1% | -37.9% | +79.0% | +49.8% |
| 10Y | +167.0% | +107.3% | +59.7% | +100.8% |
| All | +611.4% | +577.8% | +33.6% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling