+53.0%
IJR vs TECK
+65.8%
-12.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.2% | -3.8% | +1.7% | -1.3% |
| 30D | -4.6% | +0.7% | -5.3% | -4.9% |
| 3M | +0.2% | +4.6% | -4.4% | -1.5% |
| 6M | +14.7% | +25.1% | -10.4% | +7.0% |
| YTD | +18.9% | +39.2% | -20.3% | +6.9% |
| 1Y | +19.9% | +60.3% | -40.4% | +3.3% |
| 3Y | +53.0% | +62.9% | -9.9% | +25.4% |
| All | +53.0% | +65.8% | -12.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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