+20.2%
IJR vs Q
+75.3%
-55.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.1% |
| 7D | +0.9% | +6.7% | -5.8% | -0.2% |
| 30D | -3.1% | -10.6% | +7.5% | -1.5% |
| 3M | +4.4% | -14.6% | +19.0% | +6.2% |
| 6M | +16.1% | +12.1% | +4.1% | +11.0% |
| YTD | +20.6% | +51.3% | -30.7% | +8.9% |
| All | +20.2% | +75.3% | -55.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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