+61.1%
IJR vs GD
+58.2%
+2.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.2% |
| 30D | +3.8% | +8.6% | -4.8% | +0.6% |
| 3M | -5.7% | -7.1% | +1.3% | -3.2% |
| 6M | +4.6% | +7.5% | -2.8% | +1.0% |
| YTD | +18.0% | +9.9% | +8.1% | +12.2% |
| 1Y | +21.8% | +7.6% | +14.2% | +17.1% |
| 3Y | +61.1% | +56.2% | +4.9% | +28.2% |
| All | +61.1% | +58.2% | +2.9% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling