+33.3%
IJR vs GLXY
+3.8%
+29.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.2% | -7.3% | +5.2% | -1.6% |
| 30D | -4.6% | +15.7% | -20.3% | -5.9% |
| 3M | +0.2% | -26.7% | +26.9% | +2.1% |
| 6M | +14.7% | +13.7% | +1.0% | +11.9% |
| YTD | +18.9% | +9.1% | +9.7% | +14.9% |
| 1Y | +19.9% | -15.5% | +35.4% | +18.3% |
| All | +33.3% | +3.8% | +29.4% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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