+24.2%
IJR vs M
+36.6%
-12.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | -0.2% |
| 7D | +2.3% | +8.3% | -6.0% | +0.6% |
| 30D | +2.8% | +14.2% | -11.4% | 0.0% |
| 3M | -4.6% | -1.1% | -3.5% | -4.5% |
| 6M | +5.7% | +36.6% | -30.9% | -1.9% |
| YTD | +19.9% | +19.8% | +0.1% | +13.9% |
| 1Y | +24.2% | +37.2% | -13.0% | +11.9% |
| All | +24.2% | +36.6% | -12.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling