+172.1%
IJR vs IP
+15.7%
+156.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | +1.1% |
| 7D | -1.1% | -4.6% | +3.5% | +0.8% |
| 30D | -3.6% | -15.3% | +11.6% | +3.2% |
| 3M | +2.3% | +2.7% | -0.4% | -0.3% |
| 6M | +14.3% | -7.4% | +21.7% | +15.1% |
| YTD | +19.3% | -8.8% | +28.1% | +19.9% |
| 1Y | +22.6% | -22.4% | +45.1% | +31.6% |
| 3Y | +53.5% | +14.2% | +39.3% | +28.6% |
| 5Y | +39.9% | -21.8% | +61.7% | +40.5% |
| 10Y | +172.1% | +18.3% | +153.8% | +95.8% |
| All | +172.1% | +15.7% | +156.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling