+168.1%
IJR vs GFI
+1,066.8%
-898.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -2.2% | -4.9% | +2.7% | -2.0% |
| 30D | -4.6% | +10.7% | -15.3% | -5.0% |
| 3M | +0.2% | +25.6% | -25.4% | -0.9% |
| 6M | +14.7% | -8.3% | +23.0% | +14.7% |
| YTD | +18.9% | +6.3% | +12.6% | +18.0% |
| 1Y | +19.9% | +22.1% | -2.1% | +18.3% |
| 3Y | +53.0% | +289.2% | -236.2% | +43.7% |
| 5Y | +40.9% | +531.7% | -490.8% | +29.8% |
| All | +168.1% | +1,066.8% | -898.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling