+39.9%
IJR vs RF
+88.8%
-48.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.6% | -4.0% | +0.4% | -1.7% |
| 3M | +2.3% | +5.6% | -3.3% | -0.7% |
| 6M | +14.3% | +13.1% | +1.3% | +7.0% |
| YTD | +19.3% | +13.6% | +5.7% | +11.1% |
| 1Y | +22.6% | +16.0% | +6.7% | +12.7% |
| 3Y | +53.5% | +90.2% | -36.6% | +9.3% |
| 5Y | +39.9% | +87.0% | -47.1% | -3.1% |
| All | +39.9% | +88.8% | -48.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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