+54.6%
IJR vs IP
+13.9%
+40.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.9% | -5.1% | +3.2% | -0.6% |
| 30D | +0.4% | +8.5% | -8.1% | -1.7% |
| 3M | -6.6% | -13.8% | +7.3% | -3.3% |
| 6M | -0.3% | +5.7% | -6.0% | -2.7% |
| YTD | +15.5% | -9.1% | +24.6% | +16.2% |
| 1Y | +19.2% | -0.8% | +20.0% | +16.8% |
| 3Y | +54.6% | +14.8% | +39.8% | +45.5% |
| All | +54.6% | +13.9% | +40.7% | +45.5% |
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