+19.4%
IJR vs IRE
-97.7%
+117.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.8% | +15.4% | 0.0% |
| 7D | +0.1% | -41.9% | +42.0% | +1.0% |
| 30D | +2.6% | -75.1% | +77.7% | +5.4% |
| 3M | -4.3% | -82.4% | +78.1% | -1.3% |
| 6M | +2.7% | -95.5% | +98.3% | +8.2% |
| YTD | +18.5% | -93.1% | +111.5% | +19.9% |
| 1Y | +20.1% | -97.8% | +117.9% | +25.2% |
| All | +19.4% | -97.7% | +117.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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