+1,124.6%
IJR vs GWW
+4,500.0%
-3,375.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | -4.7% | -2.3% | -2.4% | -3.7% |
| 3M | +2.1% | -3.3% | +5.4% | +3.4% |
| 6M | +13.9% | +15.4% | -1.5% | +5.3% |
| YTD | +18.2% | +26.7% | -8.5% | +3.9% |
| 1Y | +21.8% | +29.0% | -7.1% | +6.0% |
| 3Y | +52.2% | +89.0% | -36.8% | +8.2% |
| 5Y | +40.1% | +221.8% | -181.7% | -25.1% |
| 10Y | +169.7% | +562.7% | -393.0% | -7.2% |
| All | +1,124.6% | +4,500.0% | -3,375.5% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling