+168.1%
IJR vs LULU
+53.6%
+114.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -2.2% | -1.6% | -0.5% | -1.8% |
| 30D | -4.6% | -18.1% | +13.5% | -0.3% |
| 3M | +0.2% | -18.8% | +19.0% | +4.6% |
| 6M | +14.7% | -39.2% | +53.9% | +28.4% |
| YTD | +18.9% | -52.4% | +71.2% | +41.5% |
| 1Y | +19.9% | -40.3% | +60.2% | +33.6% |
| 3Y | +53.0% | -75.1% | +128.1% | +106.6% |
| 5Y | +40.9% | -76.7% | +117.6% | +86.9% |
| All | +168.1% | +53.6% | +114.5% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling