+1,080.1%
IJR vs TECK
+2,212.2%
-1,132.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -1.1% | +4.9% | -6.0% | -2.1% |
| 30D | -3.6% | +5.2% | -8.8% | -4.7% |
| 3M | +2.3% | +13.8% | -11.5% | -0.9% |
| 6M | +14.3% | +38.5% | -24.1% | +5.9% |
| YTD | +19.3% | +47.3% | -28.1% | +8.6% |
| 1Y | +22.6% | +81.0% | -58.4% | +6.6% |
| 3Y | +53.5% | +79.9% | -26.3% | +30.7% |
| 5Y | +39.9% | +207.9% | -167.9% | +3.0% |
| 10Y | +172.1% | +389.5% | -217.4% | +65.5% |
| All | +1,080.1% | +2,212.2% | -1,132.1% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling