+20.2%
IJR vs IRE
-84.0%
+104.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.9% |
| 7D | -1.1% | +29.0% | -30.2% | -1.8% |
| 30D | -3.6% | +24.2% | -27.8% | -4.4% |
| 3M | +2.3% | -53.2% | +55.5% | +3.1% |
| 6M | +14.3% | -36.0% | +50.4% | +12.6% |
| YTD | +19.3% | -51.0% | +70.3% | +16.0% |
| All | +20.2% | -84.0% | +104.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling