+708.5%
IJR vs ITOT
+887.7%
-179.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -1.2% |
| 30D | -4.6% | -1.5% | -3.1% | -3.0% |
| 3M | +0.2% | +3.6% | -3.3% | -3.7% |
| 6M | +14.7% | +13.7% | +1.0% | -0.7% |
| YTD | +18.9% | +12.9% | +5.9% | +3.7% |
| 1Y | +19.9% | +17.2% | +2.8% | +0.5% |
| 3Y | +53.0% | +75.6% | -22.6% | -18.0% |
| 5Y | +40.9% | +75.5% | -34.6% | -24.7% |
| 10Y | +171.1% | +302.0% | -130.9% | -42.2% |
| All | +708.5% | +887.7% | -179.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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