+41.4%
IJR vs GEN
+20.6%
+20.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | -3.6% | +2.1% | -5.7% | -4.3% |
| 3M | +2.3% | +19.7% | -17.4% | -3.0% |
| 6M | +14.3% | +33.3% | -18.9% | +4.3% |
| YTD | +19.3% | +11.1% | +8.2% | +14.8% |
| 1Y | +22.6% | +3.0% | +19.6% | +20.7% |
| 3Y | +53.5% | +57.9% | -4.3% | +32.5% |
| All | +41.4% | +20.6% | +20.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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