+61.1%
IJR vs DRI
+68.2%
-7.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +3.8% | +9.7% | -5.8% | +1.1% |
| 3M | -5.7% | +3.2% | -8.9% | -6.8% |
| 6M | +4.6% | +20.6% | -15.9% | -1.8% |
| YTD | +18.0% | +28.3% | -10.3% | +7.5% |
| 1Y | +21.8% | +34.5% | -12.7% | +9.0% |
| 3Y | +61.1% | +66.5% | -5.5% | +24.0% |
| All | +61.1% | +68.2% | -7.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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