+210.7%
IJR vs P
+485.4%
-274.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -0.2% | +6.5% | -6.7% | -1.4% |
| 30D | -2.4% | +18.8% | -21.2% | -6.3% |
| 3M | +3.9% | +26.7% | -22.8% | -2.1% |
| 6M | +12.4% | +62.2% | -49.8% | -0.4% |
| YTD | +21.5% | +48.5% | -27.0% | +8.7% |
| 1Y | +24.0% | +26.4% | -2.4% | +12.6% |
| 3Y | +49.7% | +159.4% | -109.7% | +8.5% |
| 5Y | +39.7% | +275.8% | -236.1% | -9.9% |
| 10Y | +169.0% | +732.0% | -563.0% | +42.0% |
| All | +210.7% | +485.4% | -274.7% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling