+167.0%
IJR vs GD
+189.7%
-22.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | +0.9% | -3.5% | +4.4% | +3.1% |
| 30D | -3.1% | -9.0% | +5.9% | +2.4% |
| 3M | +4.4% | +5.1% | -0.7% | +0.7% |
| 6M | +16.1% | -1.0% | +17.1% | +15.6% |
| YTD | +20.6% | +7.3% | +13.3% | +13.5% |
| 1Y | +22.9% | +12.4% | +10.4% | +12.2% |
| 3Y | +55.2% | +73.7% | -18.5% | +4.3% |
| 5Y | +41.1% | +93.8% | -52.7% | -13.4% |
| 10Y | +167.0% | +190.6% | -23.6% | +15.8% |
| All | +167.0% | +189.7% | -22.7% | +15.8% |
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