+730.3%
IJR vs HALO
+2,422.4%
-1,692.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | -4.6% | +5.3% | -9.9% | -5.4% |
| 3M | +0.2% | +51.6% | -51.3% | -6.7% |
| 6M | +14.7% | +61.3% | -46.5% | +5.6% |
| YTD | +18.9% | +59.3% | -40.4% | +9.4% |
| 1Y | +19.9% | +38.3% | -18.3% | +12.7% |
| 3Y | +53.0% | +185.9% | -132.8% | +24.6% |
| 5Y | +40.9% | +159.9% | -119.1% | +14.7% |
| 10Y | +171.1% | +965.6% | -794.5% | +70.2% |
| All | +730.3% | +2,422.4% | -1,692.1% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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