+39.8%
IJR vs IAG
+820.9%
-781.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +0.2% | +25.5% | -25.3% | -2.1% |
| 6M | +14.7% | -7.1% | +21.8% | +14.5% |
| YTD | +18.9% | +22.9% | -4.0% | +15.2% |
| 1Y | +19.9% | +83.3% | -63.4% | +11.7% |
| 3Y | +53.0% | +808.5% | -755.5% | +19.1% |
| All | +39.8% | +820.9% | -781.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling