+1,158.3%
IJR vs GEN
+997.4%
+160.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.9% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | -2.4% | +10.1% | -12.6% | -4.9% |
| 3M | +3.9% | +16.1% | -12.1% | -0.3% |
| 6M | +12.4% | +38.9% | -26.5% | +2.2% |
| YTD | +21.5% | +14.4% | +7.1% | +15.8% |
| 1Y | +24.0% | +5.9% | +18.1% | +20.5% |
| 3Y | +49.7% | +58.8% | -9.1% | +29.9% |
| 5Y | +39.7% | +24.7% | +15.0% | +26.4% |
| 10Y | +169.0% | +163.1% | +5.9% | +88.4% |
| All | +1,158.3% | +997.4% | +160.9% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling