+85.3%
IJR vs REPL
-19.2%
+104.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -2.2% | -14.1% | +11.9% | -1.6% |
| 30D | -4.6% | -15.2% | +10.6% | -4.0% |
| 3M | +0.2% | +49.9% | -49.7% | -3.5% |
| 6M | +14.7% | +63.5% | -48.8% | +4.9% |
| YTD | +18.9% | +32.9% | -14.1% | +9.7% |
| 1Y | +19.9% | +115.0% | -95.0% | +3.9% |
| 3Y | +53.0% | -34.7% | +87.7% | +26.6% |
| 5Y | +40.9% | -59.7% | +100.5% | +19.2% |
| All | +85.3% | -19.2% | +104.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling