+1,158.3%
IJR vs LII
+5,152.2%
-3,993.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | -2.4% | -12.6% | +10.2% | +2.7% |
| 3M | +3.9% | -24.4% | +28.4% | +14.0% |
| 6M | +12.4% | -28.7% | +41.1% | +25.3% |
| YTD | +21.5% | -19.1% | +40.6% | +28.2% |
| 1Y | +24.0% | -29.7% | +53.7% | +37.7% |
| 3Y | +49.7% | +4.8% | +44.9% | +38.5% |
| 5Y | +39.7% | +24.6% | +15.1% | +18.0% |
| 10Y | +169.0% | +169.2% | -0.2% | +64.6% |
| All | +1,158.3% | +5,152.2% | -3,993.9% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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