+53.6%
IJR vs S
+13.6%
+40.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -3.6% | -12.6% | +8.9% | -1.6% |
| 3M | +2.3% | +27.6% | -25.2% | -3.1% |
| 6M | +14.3% | +35.5% | -21.1% | +6.1% |
| YTD | +19.3% | +29.6% | -10.3% | +11.3% |
| 1Y | +22.6% | +8.1% | +14.5% | +18.3% |
| All | +53.6% | +13.6% | +40.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling