+1,124.6%
IJR vs HIG
+308.1%
+816.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -4.7% | -1.2% | -3.5% | -4.5% |
| 3M | +2.1% | +6.3% | -4.2% | +0.6% |
| 6M | +13.9% | +0.6% | +13.3% | +13.4% |
| YTD | +18.2% | +0.6% | +17.6% | +17.7% |
| 1Y | +21.8% | +6.1% | +15.7% | +19.7% |
| 3Y | +52.2% | +102.0% | -49.8% | +29.5% |
| 5Y | +40.1% | +119.2% | -79.1% | +17.1% |
| 10Y | +169.7% | +312.5% | -142.8% | +94.5% |
| All | +1,124.6% | +308.1% | +816.5% | +616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling