+53.0%
IJR vs GTLB
-10.9%
+63.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.2% | -5.7% | +3.5% | -1.5% |
| 30D | -4.6% | +15.1% | -19.7% | -6.5% |
| 3M | +0.2% | +65.5% | -65.2% | -6.6% |
| 6M | +14.7% | +102.9% | -88.2% | +3.0% |
| YTD | +18.9% | +25.2% | -6.3% | +14.3% |
| 1Y | +19.9% | -5.5% | +25.5% | +20.0% |
| 3Y | +53.0% | -10.9% | +63.9% | +45.4% |
| All | +53.0% | -10.9% | +63.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling