+850.9%
IJR vs HBM
+654.4%
+196.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.8% |
| 7D | +0.9% | +7.4% | -6.4% | -0.4% |
| 30D | -3.1% | +5.1% | -8.2% | -4.2% |
| 3M | +4.4% | +11.1% | -6.7% | +1.5% |
| 6M | +16.1% | +30.2% | -14.1% | +8.5% |
| YTD | +20.6% | +46.2% | -25.6% | +9.3% |
| 1Y | +22.9% | +120.0% | -97.2% | +2.6% |
| 3Y | +55.2% | +527.4% | -472.2% | +3.2% |
| 5Y | +41.1% | +400.4% | -359.3% | -6.8% |
| 10Y | +167.0% | +621.5% | -454.5% | +42.3% |
| All | +850.9% | +654.4% | +196.5% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling