+168.1%
IJR vs IAG
+427.6%
-259.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | -4.6% | +12.1% | -16.7% | -5.4% |
| 3M | +0.2% | +25.5% | -25.3% | -1.6% |
| 6M | +14.7% | -7.1% | +21.8% | +14.5% |
| YTD | +18.9% | +22.9% | -4.0% | +16.1% |
| 1Y | +19.9% | +83.3% | -63.4% | +13.8% |
| 3Y | +53.0% | +808.5% | -755.5% | +28.5% |
| 5Y | +40.9% | +838.0% | -797.1% | +15.0% |
| All | +168.1% | +427.6% | -259.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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