+24.2%
IJR vs GNRC
+17.5%
+6.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.5% | +10.9% | +2.5% |
| 7D | +2.3% | -6.0% | +8.2% | +2.9% |
| 30D | +2.8% | -12.0% | +14.8% | +4.2% |
| 3M | -4.6% | -13.4% | +8.8% | -3.2% |
| 6M | +5.7% | -26.4% | +32.0% | +9.0% |
| YTD | +19.9% | +38.8% | -18.9% | +7.9% |
| 1Y | +24.2% | +20.9% | +3.3% | +15.5% |
| All | +24.2% | +17.5% | +6.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling