+55.2%
IJR vs P
+159.9%
-104.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +0.9% | +7.8% | -6.9% | 0.0% |
| 30D | -3.1% | +12.3% | -15.5% | -4.9% |
| 3M | +4.4% | +37.1% | -32.7% | -0.6% |
| 6M | +16.1% | +66.1% | -49.9% | +6.8% |
| YTD | +20.6% | +50.9% | -30.4% | +11.8% |
| 1Y | +22.9% | +27.2% | -4.4% | +15.0% |
| 3Y | +55.2% | +158.7% | -103.5% | +22.2% |
| All | +55.2% | +159.9% | -104.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling