+39.8%
IJR vs HBM
+327.6%
-287.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.2% | -3.3% | +1.1% | -1.7% |
| 30D | -4.6% | -4.8% | +0.2% | -4.0% |
| 3M | +0.2% | -0.4% | +0.7% | -0.6% |
| 6M | +14.7% | +17.9% | -3.2% | +8.9% |
| YTD | +18.9% | +33.7% | -14.9% | +8.9% |
| 1Y | +19.9% | +95.6% | -75.7% | +1.1% |
| 3Y | +53.0% | +458.1% | -405.1% | -0.3% |
| All | +39.8% | +327.6% | -287.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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