+19.9%
IJR vs TMF
-26.8%
+46.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -5.1% | +2.9% | -1.3% |
| 30D | -4.6% | -4.6% | 0.0% | -3.9% |
| 3M | +0.2% | -16.6% | +16.8% | +3.1% |
| 6M | +14.7% | -19.9% | +34.6% | +17.9% |
| YTD | +18.9% | -20.2% | +39.0% | +22.1% |
| 1Y | +19.9% | -27.7% | +47.7% | +23.7% |
| All | +19.9% | -26.8% | +46.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling