+1,131.0%
IJR vs GFI
+2,486.0%
-1,354.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -2.2% | -4.9% | +2.7% | -1.9% |
| 30D | -4.6% | +10.7% | -15.3% | -5.3% |
| 3M | +0.2% | +25.6% | -25.4% | -1.4% |
| 6M | +14.7% | -8.3% | +23.0% | +14.8% |
| YTD | +18.9% | +6.3% | +12.6% | +17.5% |
| 1Y | +19.9% | +22.1% | -2.1% | +17.2% |
| 3Y | +53.0% | +289.2% | -236.2% | +37.0% |
| 5Y | +40.9% | +531.7% | -490.8% | +20.4% |
| 10Y | +171.1% | +1,043.8% | -872.7% | +112.8% |
| All | +1,131.0% | +2,486.0% | -1,354.9% | +867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling