+53.0%
IJR vs GWRE
+50.1%
+2.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.2% | -13.2% | +11.1% | -0.8% |
| 30D | -4.6% | -18.6% | +14.0% | -3.1% |
| 3M | +0.2% | +18.9% | -18.7% | -3.2% |
| 6M | +14.7% | -11.0% | +25.7% | +14.5% |
| YTD | +18.9% | -29.9% | +48.8% | +23.6% |
| 1Y | +19.9% | -44.3% | +64.3% | +30.5% |
| 3Y | +53.0% | +51.7% | +1.4% | +21.7% |
| All | +53.0% | +50.1% | +2.9% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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