+168.1%
IJR vs ITW
+194.8%
-26.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | -2.2% | -0.7% | -1.4% | -1.7% |
| 30D | -4.6% | -8.3% | +3.7% | +1.1% |
| 3M | +0.2% | +6.0% | -5.8% | -4.2% |
| 6M | +14.7% | 0.0% | +14.7% | +13.8% |
| YTD | +18.9% | +10.2% | +8.6% | +9.8% |
| 1Y | +19.9% | +3.2% | +16.7% | +15.7% |
| 3Y | +53.0% | +21.0% | +32.0% | +32.0% |
| 5Y | +40.9% | +37.9% | +2.9% | +9.7% |
| All | +168.1% | +194.8% | -26.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling