+950.1%
IJR vs HDB
+3,812.1%
-2,862.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -2.4% | -2.8% | +0.4% | -1.6% |
| 3M | +3.9% | -3.5% | +7.5% | +4.6% |
| 6M | +12.4% | -24.7% | +37.1% | +21.9% |
| YTD | +21.5% | -36.6% | +58.1% | +38.9% |
| 1Y | +24.0% | -34.4% | +58.4% | +39.9% |
| 3Y | +49.7% | -24.4% | +74.1% | +58.8% |
| 5Y | +39.7% | -35.4% | +75.0% | +53.3% |
| 10Y | +169.0% | +39.5% | +129.5% | +121.5% |
| All | +950.1% | +3,812.1% | -2,862.0% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling