+39.1%
IJR vs GRMN
+74.2%
-35.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | -4.7% | -12.1% | +7.4% | -0.2% |
| 3M | +2.1% | +18.0% | -15.9% | -4.9% |
| 6M | +13.9% | +13.7% | +0.1% | +7.2% |
| YTD | +18.2% | +35.3% | -17.1% | +3.5% |
| 1Y | +21.8% | +17.2% | +4.6% | +12.4% |
| 3Y | +52.2% | +179.6% | -127.4% | -9.6% |
| All | +39.1% | +74.2% | -35.2% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling