+56.4%
IJR vs GD
+74.2%
-17.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.0% |
| 7D | -0.2% | -5.3% | +5.1% | +1.8% |
| 30D | -2.4% | -6.4% | +4.0% | -0.1% |
| 3M | +3.9% | +5.7% | -1.8% | +1.4% |
| 6M | +12.4% | -0.9% | +13.3% | +12.6% |
| YTD | +21.5% | +8.2% | +13.3% | +16.8% |
| 1Y | +24.0% | +13.4% | +10.6% | +16.7% |
| All | +56.4% | +74.2% | -17.8% | +30.7% |
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