+1,148.9%
IJR vs DRI
+3,488.2%
-2,339.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +0.9% | -1.2% | +2.2% | +1.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +4.4% | +9.5% | -5.1% | +0.8% |
| 6M | +16.1% | +6.5% | +9.7% | +12.8% |
| YTD | +20.6% | +18.4% | +2.2% | +12.6% |
| 1Y | +22.9% | +4.2% | +18.6% | +19.5% |
| 3Y | +55.2% | +57.1% | -1.9% | +29.4% |
| 5Y | +41.1% | +70.4% | -29.3% | +13.2% |
| 10Y | +167.0% | +354.0% | -187.1% | +40.9% |
| All | +1,148.9% | +3,488.2% | -2,339.3% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling