+168.1%
IJR vs TD
+306.3%
-138.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -2.2% | -0.5% | -1.6% | -1.8% |
| 30D | -4.6% | -1.9% | -2.7% | -3.4% |
| 3M | +0.2% | +4.8% | -4.5% | -3.4% |
| 6M | +14.7% | +28.0% | -13.3% | -4.3% |
| YTD | +18.9% | +30.3% | -11.4% | -2.3% |
| 1Y | +19.9% | +59.8% | -39.8% | -15.0% |
| 3Y | +53.0% | +124.7% | -71.7% | -16.4% |
| 5Y | +40.9% | +127.0% | -86.1% | -25.0% |
| All | +168.1% | +306.3% | -138.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling