+41.0%
IJR vs GD
+97.9%
-57.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.2% |
| 7D | -0.2% | -5.3% | +5.1% | +2.3% |
| 30D | -2.4% | -6.4% | +4.0% | +0.5% |
| 3M | +3.9% | +5.7% | -1.8% | +0.7% |
| 6M | +12.4% | -0.9% | +13.3% | +12.3% |
| YTD | +21.5% | +8.2% | +13.3% | +15.6% |
| 1Y | +24.0% | +13.4% | +10.6% | +15.0% |
| 3Y | +49.7% | +68.5% | -18.8% | +10.8% |
| All | +41.0% | +97.9% | -57.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling