+103.8%
IJR vs DT
+98.4%
+5.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.6% | +0.1% | -3.7% | -3.8% |
| 3M | +2.3% | +24.1% | -21.8% | -3.1% |
| 6M | +14.3% | +30.1% | -15.8% | +6.2% |
| YTD | +19.3% | +16.8% | +2.5% | +13.1% |
| 1Y | +22.6% | -0.1% | +22.7% | +20.4% |
| 3Y | +53.5% | +6.8% | +46.7% | +46.3% |
| 5Y | +39.9% | -28.4% | +68.3% | +38.9% |
| All | +103.8% | +98.4% | +5.4% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling