+28.5%
IJR vs RF
+45.3%
-16.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +2.6% | +6.2% | -3.5% | -0.4% |
| 3M | -4.3% | -7.8% | +3.6% | -0.5% |
| 6M | +2.7% | +5.9% | -3.2% | -0.6% |
| YTD | +18.5% | +9.0% | +9.4% | +12.5% |
| 1Y | +20.1% | +19.3% | +0.8% | +8.9% |
| 3Y | +61.7% | +116.4% | -54.7% | +9.1% |
| 5Y | +28.5% | +46.0% | -17.5% | +1.3% |
| All | +28.5% | +45.3% | -16.8% | +1.3% |
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