+53.0%
IJR vs GFS
-19.7%
+72.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -2.2% | +3.8% | -6.0% | -3.0% |
| 30D | -4.6% | -11.7% | +7.1% | -2.1% |
| 3M | +0.2% | -41.8% | +42.0% | +11.6% |
| 6M | +14.7% | +6.6% | +8.1% | +8.2% |
| YTD | +18.9% | +34.6% | -15.8% | +3.8% |
| 1Y | +19.9% | +46.2% | -26.2% | +1.7% |
| 3Y | +53.0% | -20.3% | +73.3% | +46.5% |
| All | +53.0% | -19.7% | +72.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling