+19.9%
IJR vs GRMN
+21.5%
-1.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.3% |
| 7D | -2.2% | +2.4% | -4.6% | -2.7% |
| 30D | -4.6% | -8.5% | +3.9% | -2.9% |
| 3M | +0.2% | +19.5% | -19.2% | -4.2% |
| 6M | +14.7% | +21.2% | -6.5% | +8.8% |
| YTD | +18.9% | +41.0% | -22.2% | +7.4% |
| 1Y | +19.9% | +19.6% | +0.4% | +11.6% |
| All | +19.9% | +21.5% | -1.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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