+41.0%
IJR vs IP
-17.2%
+58.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +1.6% |
| 30D | -2.4% | -10.9% | +8.4% | +1.1% |
| 3M | +3.9% | +11.2% | -7.2% | -0.7% |
| 6M | +12.4% | -10.2% | +22.6% | +14.9% |
| YTD | +21.5% | -2.0% | +23.5% | +19.5% |
| 1Y | +24.0% | -19.1% | +43.1% | +30.3% |
| 3Y | +49.7% | +20.9% | +28.9% | +26.8% |
| All | +41.0% | -17.2% | +58.2% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling