+53.6%
IJR vs RL
+198.9%
-145.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | 0.0% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | -3.6% | -17.5% | +13.9% | +2.5% |
| 3M | +2.3% | -14.0% | +16.3% | +7.0% |
| 6M | +14.3% | -2.0% | +16.3% | +13.5% |
| YTD | +19.3% | -4.6% | +23.9% | +19.3% |
| 1Y | +22.6% | +9.5% | +13.1% | +16.4% |
| All | +53.6% | +198.9% | -145.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling