+24.0%
IJR vs IOT
+14.9%
+9.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.2% |
| 7D | -0.2% | -2.3% | +2.2% | -0.1% |
| 30D | -2.4% | +3.8% | -6.2% | -2.6% |
| 3M | +3.9% | +14.2% | -10.2% | +3.2% |
| 6M | +12.4% | +40.1% | -27.7% | +9.5% |
| YTD | +21.5% | +13.4% | +8.1% | +21.0% |
| 1Y | +24.0% | +12.2% | +11.8% | +24.0% |
| All | +24.0% | +14.9% | +9.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling