+40.1%
IJR vs RL
+223.8%
-183.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -4.7% | -15.3% | +10.7% | +1.2% |
| 3M | +2.1% | -10.3% | +12.5% | +5.8% |
| 6M | +13.9% | -2.2% | +16.1% | +13.1% |
| YTD | +18.2% | -4.3% | +22.5% | +18.1% |
| 1Y | +21.8% | +8.9% | +13.0% | +15.5% |
| 3Y | +52.2% | +201.4% | -149.2% | -7.3% |
| 5Y | +40.1% | +230.6% | -190.5% | -21.9% |
| All | +40.1% | +223.8% | -183.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling