+39.8%
IJR vs DT
-27.6%
+67.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.2% | -1.6% | -0.6% | -1.8% |
| 30D | -4.6% | +3.0% | -7.6% | -5.4% |
| 3M | +0.2% | +26.5% | -26.3% | -5.6% |
| 6M | +14.7% | +35.9% | -21.2% | +5.1% |
| YTD | +18.9% | +17.8% | +1.0% | +12.5% |
| 1Y | +19.9% | +4.1% | +15.9% | +17.0% |
| 3Y | +53.0% | +5.3% | +47.7% | +46.3% |
| All | +39.8% | -27.6% | +67.4% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling