+360.6%
IJR vs INDA
+109.8%
+250.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -1.1% | -2.6% | +1.5% | +0.2% |
| 30D | -3.6% | -2.9% | -0.7% | -2.1% |
| 3M | +2.3% | +2.4% | -0.1% | +1.0% |
| 6M | +14.3% | -2.6% | +17.0% | +15.8% |
| YTD | +19.3% | -10.0% | +29.2% | +25.7% |
| 1Y | +22.6% | -7.7% | +30.3% | +27.3% |
| 3Y | +53.5% | +8.9% | +44.7% | +46.2% |
| 5Y | +39.9% | +6.0% | +34.0% | +34.9% |
| 10Y | +172.1% | +84.4% | +87.7% | +96.9% |
| All | +360.6% | +109.8% | +250.8% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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