+1,121.9%
IJR vs KEY
+168.4%
+953.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.2% | +2.9% | -0.8% | +1.2% |
| 30D | +3.8% | +8.4% | -4.6% | +1.1% |
| 3M | -5.7% | -5.8% | 0.0% | -4.0% |
| 6M | +4.6% | +5.4% | -0.8% | +2.7% |
| YTD | +18.0% | +7.1% | +10.9% | +15.0% |
| 1Y | +21.8% | +26.8% | -5.0% | +12.3% |
| 3Y | +61.1% | +128.7% | -67.6% | +21.3% |
| 5Y | +27.3% | +13.6% | +13.7% | +14.4% |
| 10Y | +154.1% | +99.7% | +54.4% | +81.5% |
| All | +1,121.9% | +168.4% | +953.4% | +539.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling