+168.1%
IJR vs HDB
+42.1%
+126.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.3% | -1.8% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | -4.6% | +1.0% | -5.6% | -5.1% |
| 3M | +0.2% | -2.0% | +2.2% | +0.3% |
| 6M | +14.7% | -18.1% | +32.8% | +21.5% |
| YTD | +18.9% | -36.1% | +55.0% | +36.8% |
| 1Y | +19.9% | -34.0% | +54.0% | +36.2% |
| 3Y | +53.0% | -26.7% | +79.7% | +64.3% |
| 5Y | +40.9% | -33.9% | +74.7% | +53.9% |
| All | +168.1% | +42.1% | +126.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling