+61.1%
IJR vs IP
+17.1%
+44.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +2.2% | +6.7% | -4.5% | +0.5% |
| 3M | -5.3% | -16.6% | +11.3% | -1.2% |
| 6M | +4.3% | +6.0% | -1.7% | +1.6% |
| YTD | +18.0% | -10.7% | +28.7% | +19.2% |
| 1Y | +19.2% | -6.7% | +25.9% | +18.8% |
| All | +61.1% | +17.1% | +44.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling