+36.7%
IJR vs IOT
+54.1%
-17.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | -4.5% | +2.4% | -1.5% |
| 30D | -4.6% | -2.4% | -2.2% | -4.4% |
| 3M | +0.2% | +19.0% | -18.7% | -2.9% |
| 6M | +14.7% | +19.6% | -4.9% | +10.2% |
| YTD | +18.9% | +8.3% | +10.6% | +15.1% |
| 1Y | +19.9% | -0.8% | +20.7% | +17.3% |
| 3Y | +53.0% | +24.4% | +28.6% | +39.2% |
| All | +36.7% | +54.1% | -17.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling