+53.0%
IJR vs HIG
+101.1%
-48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | +0.2% | +6.7% | -6.4% | -2.7% |
| 6M | +14.7% | +2.0% | +12.8% | +13.2% |
| YTD | +18.9% | +0.3% | +18.6% | +18.0% |
| 1Y | +19.9% | +4.2% | +15.7% | +16.9% |
| 3Y | +53.0% | +102.2% | -49.2% | +11.3% |
| All | +53.0% | +101.1% | -48.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling