+1,148.9%
IJR vs IRM
+2,950.9%
-1,802.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | -3.1% | -4.2% | +1.0% | -1.7% |
| 3M | +4.4% | -5.4% | +9.8% | +6.1% |
| 6M | +16.1% | +12.0% | +4.1% | +10.1% |
| YTD | +20.6% | +42.0% | -21.5% | +3.8% |
| 1Y | +22.9% | +29.9% | -7.0% | +8.9% |
| 3Y | +55.2% | +104.4% | -49.1% | +12.2% |
| 5Y | +41.1% | +191.0% | -149.9% | -12.6% |
| 10Y | +167.0% | +417.1% | -250.1% | +26.8% |
| All | +1,148.9% | +2,950.9% | -1,802.0% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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