+54.2%
IJR vs TLN
+574.4%
-520.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.2% | -1.3% | -0.8% | -2.0% |
| 30D | -4.6% | -14.3% | +9.7% | -2.8% |
| 3M | +0.2% | -9.3% | +9.5% | +0.9% |
| 6M | +14.7% | -1.1% | +15.8% | +13.7% |
| YTD | +18.9% | -16.6% | +35.4% | +19.9% |
| 1Y | +19.9% | -22.0% | +41.9% | +21.7% |
| 3Y | +53.0% | +470.2% | -417.1% | +17.2% |
| All | +54.2% | +574.4% | -520.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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