+225.7%
IJR vs KEYS
+1,113.8%
-888.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.1% |
| 7D | -2.2% | +3.5% | -5.7% | -3.5% |
| 30D | -4.6% | -4.5% | -0.1% | -3.1% |
| 3M | +0.2% | -0.4% | +0.6% | -0.8% |
| 6M | +14.7% | +19.1% | -4.4% | +4.8% |
| YTD | +18.9% | +66.7% | -47.8% | -7.4% |
| 1Y | +19.9% | +96.5% | -76.5% | -13.4% |
| 3Y | +53.0% | +155.2% | -102.1% | -3.2% |
| 5Y | +40.9% | +88.0% | -47.1% | -1.1% |
| 10Y | +171.1% | +1,046.8% | -875.7% | -5.2% |
| All | +225.7% | +1,113.8% | -888.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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