+52.2%
IJR vs DT
+8.0%
+44.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -2.3% | -2.5% | +0.2% | -1.9% |
| 30D | -4.7% | +3.5% | -8.2% | -5.4% |
| 3M | +2.1% | +26.7% | -24.6% | -3.0% |
| 6M | +13.9% | +36.1% | -22.3% | +5.5% |
| YTD | +18.2% | +18.6% | -0.4% | +13.4% |
| 1Y | +21.8% | +7.9% | +13.9% | +19.9% |
| All | +52.2% | +8.0% | +44.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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