+1,122.0%
IJR vs LII
+4,599.0%
-3,477.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +2.2% | -0.6% | +2.8% | +2.0% |
| 3M | -5.3% | -17.0% | +11.7% | +1.3% |
| 6M | +4.3% | -31.1% | +35.4% | +17.9% |
| YTD | +18.0% | -27.7% | +45.6% | +29.4% |
| 1Y | +19.2% | -26.2% | +45.4% | +29.6% |
| 3Y | +61.1% | -9.6% | +70.7% | +57.6% |
| 5Y | +27.3% | +15.7% | +11.7% | +10.3% |
| 10Y | +154.1% | +166.9% | -12.7% | +55.6% |
| All | +1,122.0% | +4,599.0% | -3,477.0% | +170.4% |
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