+24.0%
IJR vs S
+10.1%
+13.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.2% | -7.7% | +7.5% | +0.6% |
| 30D | -2.4% | -5.3% | +2.9% | -2.1% |
| 3M | +3.9% | +20.3% | -16.3% | +1.4% |
| 6M | +12.4% | +47.4% | -35.0% | +6.3% |
| YTD | +21.5% | +32.5% | -11.0% | +16.3% |
| 1Y | +24.0% | +9.5% | +14.4% | +22.9% |
| All | +24.0% | +10.1% | +13.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling