+1,158.3%
IJR vs GD
+2,052.7%
-894.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.3% |
| 7D | -0.2% | -5.3% | +5.1% | +2.7% |
| 30D | -2.4% | -6.4% | +4.0% | +0.9% |
| 3M | +3.9% | +5.7% | -1.8% | +0.4% |
| 6M | +12.4% | -0.9% | +13.3% | +11.9% |
| YTD | +21.5% | +8.2% | +13.3% | +15.0% |
| 1Y | +24.0% | +13.4% | +10.6% | +14.4% |
| 3Y | +49.7% | +68.5% | -18.8% | +10.1% |
| 5Y | +39.7% | +97.2% | -57.5% | -6.3% |
| 10Y | +169.0% | +190.2% | -21.2% | +45.6% |
| All | +1,158.3% | +2,052.7% | -894.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling