+37.2%
IJR vs IOT
+55.2%
-18.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -0.5% |
| 7D | -1.1% | +5.1% | -6.2% | -1.8% |
| 30D | -3.6% | -3.0% | -0.6% | -3.3% |
| 3M | +2.3% | +15.0% | -12.6% | -0.4% |
| 6M | +14.3% | +13.1% | +1.2% | +10.8% |
| YTD | +19.3% | +9.0% | +10.3% | +15.4% |
| 1Y | +22.6% | +0.1% | +22.5% | +19.8% |
| 3Y | +53.5% | +26.4% | +27.1% | +39.4% |
| All | +37.2% | +55.2% | -18.1% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling