+27.2%
IJR vs M
-3.3%
+30.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.2% | +7.0% | -4.9% | +0.5% |
| 30D | +3.8% | +8.9% | -5.1% | +1.6% |
| 3M | -5.7% | +4.5% | -10.2% | -7.1% |
| 6M | +4.6% | +36.2% | -31.6% | -3.5% |
| YTD | +18.0% | +15.1% | +2.8% | +12.5% |
| 1Y | +21.8% | +27.4% | -5.7% | +13.2% |
| 3Y | +61.1% | +160.1% | -99.1% | +18.9% |
| All | +27.2% | -3.3% | +30.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling