+1,124.6%
IJR vs DTE
+1,305.6%
-181.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -2.3% | -2.0% | -0.3% | -1.3% |
| 30D | -4.7% | -2.4% | -2.3% | -3.6% |
| 3M | +2.1% | -7.3% | +9.4% | +5.9% |
| 6M | +13.9% | -7.6% | +21.5% | +17.9% |
| YTD | +18.2% | +5.8% | +12.4% | +13.9% |
| 1Y | +21.8% | +2.3% | +19.5% | +19.2% |
| 3Y | +52.2% | +45.0% | +7.2% | +22.6% |
| 5Y | +40.1% | +33.2% | +6.9% | +16.3% |
| 10Y | +169.7% | +141.4% | +28.3% | +57.8% |
| All | +1,124.6% | +1,305.6% | -181.0% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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