+1,121.9%
IJR vs M
+172.0%
+949.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.2% | +7.0% | -4.9% | +0.2% |
| 30D | +3.8% | +8.9% | -5.1% | +1.1% |
| 3M | -5.7% | +4.5% | -10.2% | -7.4% |
| 6M | +4.6% | +36.2% | -31.6% | -5.2% |
| YTD | +18.0% | +15.1% | +2.8% | +11.3% |
| 1Y | +21.8% | +27.4% | -5.7% | +11.4% |
| 3Y | +61.1% | +160.1% | -99.1% | +12.8% |
| 5Y | +27.3% | -1.6% | +28.9% | +9.5% |
| 10Y | +154.1% | -7.7% | +161.8% | +79.4% |
| All | +1,121.9% | +172.0% | +949.8% | +356.3% |
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