+1,135.5%
IJR vs OMC
+248.0%
+887.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.6% |
| 7D | -1.1% | -4.2% | +3.1% | +0.9% |
| 30D | -3.6% | -7.5% | +3.9% | -0.3% |
| 3M | +2.3% | +4.6% | -2.3% | -1.1% |
| 6M | +14.3% | -4.8% | +19.2% | +15.3% |
| YTD | +19.3% | -1.0% | +20.3% | +16.1% |
| 1Y | +22.6% | +3.8% | +18.8% | +15.6% |
| 3Y | +53.5% | +10.2% | +43.3% | +37.9% |
| 5Y | +39.9% | +29.7% | +10.2% | +12.7% |
| 10Y | +172.1% | +32.3% | +139.8% | +107.4% |
| All | +1,135.5% | +248.0% | +887.5% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling