+228.7%
IJR vs JD
+48.3%
+180.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -0.2% | -1.7% | +1.5% | +0.1% |
| 30D | -2.4% | -13.2% | +10.7% | -0.4% |
| 3M | +3.9% | -3.2% | +7.1% | +4.2% |
| 6M | +12.4% | +15.2% | -2.8% | +9.4% |
| YTD | +21.5% | +2.0% | +19.5% | +20.4% |
| 1Y | +24.0% | -5.4% | +29.4% | +24.1% |
| 3Y | +49.7% | -9.1% | +58.8% | +46.0% |
| 5Y | +39.7% | -59.6% | +99.3% | +47.2% |
| 10Y | +169.0% | +26.2% | +142.8% | +116.8% |
| All | +228.7% | +48.3% | +180.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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