+32.6%
IJR vs GLXY
+2.7%
+29.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | -2.3% | -8.9% | +6.6% | -1.6% |
| 30D | -4.7% | +19.9% | -24.6% | -6.3% |
| 3M | +2.1% | -20.0% | +22.1% | +3.3% |
| 6M | +13.9% | +10.5% | +3.3% | +11.3% |
| YTD | +18.2% | +7.9% | +10.3% | +14.4% |
| 1Y | +21.8% | -7.5% | +29.3% | +19.5% |
| All | +32.6% | +2.7% | +29.9% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling