+63.0%
IJR vs KEY
+127.4%
-64.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +3.5% | +6.7% | -3.2% | +0.4% |
| 3M | -3.8% | -4.6% | +0.8% | -1.7% |
| 6M | +4.3% | +2.6% | +1.7% | +2.6% |
| YTD | +19.4% | +7.0% | +12.4% | +14.8% |
| 1Y | +20.5% | +23.5% | -2.9% | +8.1% |
| All | +63.0% | +127.4% | -64.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling