+19.9%
IJR vs NYT
+17.8%
+2.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -4.6% | +4.6% | -9.2% | -4.8% |
| 3M | +0.2% | -9.6% | +9.8% | +0.7% |
| 6M | +14.7% | -14.0% | +28.7% | +15.6% |
| YTD | +18.9% | -2.8% | +21.7% | +19.5% |
| 1Y | +19.9% | +15.6% | +4.3% | +19.7% |
| All | +19.9% | +17.8% | +2.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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