+1,158.3%
IJR vs M
+151.7%
+1,006.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | -0.2% | +4.7% | -4.9% | -1.5% |
| 30D | -2.4% | -9.6% | +7.2% | +0.3% |
| 3M | +3.9% | +0.9% | +3.1% | +3.1% |
| 6M | +12.4% | +22.3% | -9.9% | +5.3% |
| YTD | +21.5% | +6.5% | +15.0% | +17.7% |
| 1Y | +24.0% | +38.8% | -14.8% | +10.9% |
| 3Y | +49.7% | +115.9% | -66.2% | +10.8% |
| 5Y | +39.7% | +28.6% | +11.0% | +10.3% |
| 10Y | +169.0% | -2.5% | +171.6% | +86.4% |
| All | +1,158.3% | +151.7% | +1,006.6% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling