+39.3%
IJR vs S
-56.8%
+96.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.2% | -7.7% | +7.5% | +0.9% |
| 30D | -2.4% | -5.3% | +2.9% | -2.0% |
| 3M | +3.9% | +20.3% | -16.3% | +0.7% |
| 6M | +12.4% | +47.4% | -35.0% | +5.2% |
| YTD | +21.5% | +32.5% | -11.0% | +15.2% |
| 1Y | +24.0% | +9.5% | +14.4% | +20.4% |
| 3Y | +49.7% | +15.5% | +34.2% | +41.6% |
| 5Y | +39.7% | -71.2% | +110.9% | +39.6% |
| All | +39.3% | -56.8% | +96.1% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling