+168.1%
IJR vs TMF
-86.4%
+254.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -5.1% | +2.9% | -2.5% |
| 30D | -4.6% | -4.6% | 0.0% | -4.9% |
| 3M | +0.2% | -16.6% | +16.8% | -1.0% |
| 6M | +14.7% | -19.9% | +34.6% | +13.0% |
| YTD | +18.9% | -20.2% | +39.0% | +17.1% |
| 1Y | +19.9% | -27.7% | +47.7% | +17.3% |
| 3Y | +53.0% | -43.9% | +96.9% | +47.5% |
| 5Y | +40.9% | -88.4% | +129.3% | +6.2% |
| All | +168.1% | -86.4% | +254.5% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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