+19.9%
IJR vs OMC
+7.0%
+12.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.2% | -4.4% | +2.2% | -1.8% |
| 30D | -4.6% | -7.6% | +3.0% | -3.9% |
| 3M | +0.2% | +4.5% | -4.3% | -0.4% |
| 6M | +14.7% | -0.3% | +15.0% | +14.5% |
| YTD | +18.9% | -0.1% | +19.0% | +18.9% |
| 1Y | +19.9% | +4.6% | +15.3% | +18.6% |
| All | +19.9% | +7.0% | +12.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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