+39.8%
IJR vs HDB
-34.5%
+74.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.3% | -1.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -4.6% | +1.0% | -5.6% | -5.0% |
| 3M | +0.2% | -2.0% | +2.2% | +0.2% |
| 6M | +14.7% | -18.1% | +32.8% | +20.7% |
| YTD | +18.9% | -36.1% | +55.0% | +34.7% |
| 1Y | +19.9% | -34.0% | +54.0% | +34.2% |
| 3Y | +53.0% | -26.7% | +79.7% | +62.8% |
| All | +39.8% | -34.5% | +74.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling