+39.8%
IJR vs GWW
+222.0%
-182.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -2.2% | -3.4% | +1.2% | -0.6% |
| 30D | -4.6% | -1.9% | -2.7% | -3.8% |
| 3M | +0.2% | -2.4% | +2.6% | +0.9% |
| 6M | +14.7% | +15.7% | -1.0% | +6.1% |
| YTD | +18.9% | +27.6% | -8.7% | +4.4% |
| 1Y | +19.9% | +27.2% | -7.2% | +5.3% |
| 3Y | +53.0% | +89.7% | -36.6% | +10.1% |
| All | +39.8% | +222.0% | -182.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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