+1,029.9%
IJR vs GRMN
+6,536.9%
-5,507.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -3.6% | -13.1% | +9.5% | +0.5% |
| 3M | +2.3% | +14.9% | -12.6% | -2.7% |
| 6M | +14.3% | +13.1% | +1.2% | +9.1% |
| YTD | +19.3% | +35.3% | -16.0% | +7.4% |
| 1Y | +22.6% | +16.0% | +6.6% | +15.4% |
| 3Y | +53.5% | +179.6% | -126.1% | +8.0% |
| 5Y | +39.9% | +75.0% | -35.1% | +12.4% |
| 10Y | +172.1% | +644.1% | -472.1% | +45.9% |
| All | +1,029.9% | +6,536.9% | -5,507.0% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling