+167.5%
IJR vs GD
+185.2%
-17.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.6% |
| 7D | +0.2% | -3.0% | +3.2% | +2.0% |
| 30D | +3.0% | +9.3% | -6.3% | -2.4% |
| 3M | -4.5% | -7.2% | +2.7% | -0.4% |
| 6M | +3.1% | +5.5% | -2.3% | -1.1% |
| YTD | +18.9% | +9.5% | +9.4% | +10.4% |
| 1Y | +21.7% | +6.4% | +15.3% | +15.0% |
| 3Y | +64.0% | +59.8% | +4.2% | +17.2% |
| 5Y | +27.6% | +98.0% | -70.4% | -22.7% |
| 10Y | +167.5% | +177.4% | -9.9% | +32.2% |
| All | +167.5% | +185.2% | -17.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling