+1,131.0%
IJR vs TDY
+4,544.5%
-3,413.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -2.2% | -1.1% | -1.0% | -1.7% |
| 30D | -4.6% | -12.0% | +7.5% | +0.1% |
| 3M | +0.2% | -3.2% | +3.4% | +1.3% |
| 6M | +14.7% | -7.9% | +22.6% | +17.9% |
| YTD | +18.9% | +18.2% | +0.6% | +10.8% |
| 1Y | +19.9% | +6.7% | +13.3% | +16.1% |
| 3Y | +53.0% | +47.5% | +5.5% | +30.3% |
| 5Y | +40.9% | +39.5% | +1.4% | +21.8% |
| 10Y | +171.1% | +477.2% | -306.1% | +40.8% |
| All | +1,131.0% | +4,544.5% | -3,413.5% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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