+27.2%
IJR vs REPL
-35.0%
+62.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.2% | +1.2% | +0.9% | +2.1% |
| 30D | +3.8% | +92.2% | -88.3% | +2.4% |
| 3M | -5.7% | +44.1% | -49.8% | -6.6% |
| 6M | +4.6% | +313.0% | -308.4% | -0.2% |
| YTD | +18.0% | +125.2% | -107.2% | +12.4% |
| 1Y | +21.8% | +143.8% | -122.0% | +15.7% |
| 3Y | +61.1% | +104.2% | -43.1% | +34.9% |
| All | +27.2% | -35.0% | +62.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling