+1,158.3%
IJR vs IP
+206.7%
+951.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | -0.2% | -5.3% | +5.1% | +2.0% |
| 30D | -2.4% | -10.9% | +8.4% | +2.0% |
| 3M | +3.9% | +11.2% | -7.2% | -1.7% |
| 6M | +12.4% | -10.2% | +22.6% | +14.6% |
| YTD | +21.5% | -2.0% | +23.5% | +18.7% |
| 1Y | +24.0% | -19.1% | +43.1% | +30.1% |
| 3Y | +49.7% | +20.9% | +28.9% | +27.5% |
| 5Y | +39.7% | -17.8% | +57.5% | +38.2% |
| 10Y | +169.0% | +23.5% | +145.5% | +115.6% |
| All | +1,158.3% | +206.7% | +951.6% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling