+1,135.5%
IJR vs IT
+1,271.2%
-135.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -1.1% | -9.1% | +8.0% | +1.9% |
| 30D | -3.6% | -12.2% | +8.5% | +0.1% |
| 3M | +2.3% | +7.8% | -5.5% | -2.9% |
| 6M | +14.3% | +2.0% | +12.4% | +9.1% |
| YTD | +19.3% | -32.7% | +52.0% | +29.4% |
| 1Y | +22.6% | -31.1% | +53.7% | +31.0% |
| 3Y | +53.5% | -52.1% | +105.6% | +81.0% |
| 5Y | +39.9% | -46.3% | +86.2% | +55.8% |
| 10Y | +172.1% | +91.4% | +80.7% | +86.9% |
| All | +1,135.5% | +1,271.2% | -135.8% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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