+575.2%
IJR vs GNRC
+2,082.9%
-1,507.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -4.6% | -15.7% | +11.1% | -0.3% |
| 3M | +0.2% | -27.3% | +27.6% | +8.0% |
| 6M | +14.7% | -12.1% | +26.8% | +16.1% |
| YTD | +18.9% | +37.1% | -18.3% | +5.5% |
| 1Y | +19.9% | -0.5% | +20.4% | +15.3% |
| 3Y | +53.0% | +61.5% | -8.5% | +24.8% |
| 5Y | +40.9% | -58.6% | +99.4% | +54.5% |
| 10Y | +171.1% | +446.3% | -275.2% | +33.5% |
| All | +575.2% | +2,082.9% | -1,507.7% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling