+1,121.9%
IJR vs LII
+4,652.2%
-3,530.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +2.2% | +2.9% | -0.8% | +1.0% |
| 30D | +3.8% | +0.9% | +2.9% | +3.0% |
| 3M | -5.7% | -15.5% | +9.8% | +0.1% |
| 6M | +4.6% | -30.2% | +34.8% | +17.7% |
| YTD | +18.0% | -26.8% | +44.8% | +28.8% |
| 1Y | +21.8% | -25.3% | +47.1% | +31.8% |
| 3Y | +61.1% | -7.8% | +68.8% | +56.3% |
| 5Y | +27.3% | +17.0% | +10.4% | +9.8% |
| 10Y | +154.1% | +169.9% | -15.8% | +54.9% |
| All | +1,121.9% | +4,652.2% | -3,530.4% | +169.1% |
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