+1,131.0%
IJR vs NYT
+140.0%
+991.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -4.6% | +4.6% | -9.2% | -6.0% |
| 3M | +0.2% | -9.6% | +9.8% | +2.7% |
| 6M | +14.7% | -14.0% | +28.7% | +19.0% |
| YTD | +18.9% | -2.8% | +21.7% | +18.1% |
| 1Y | +19.9% | +15.6% | +4.3% | +12.4% |
| 3Y | +53.0% | +56.3% | -3.3% | +28.0% |
| 5Y | +40.9% | +39.5% | +1.4% | +18.9% |
| 10Y | +171.1% | +488.0% | -316.9% | +35.7% |
| All | +1,131.0% | +140.0% | +991.1% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling