+55.2%
IJR vs TMF
-42.4%
+97.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -3.1% | -1.8% | -1.3% | -3.0% |
| 3M | +4.4% | -8.2% | +12.6% | +5.3% |
| 6M | +16.1% | -19.5% | +35.6% | +18.5% |
| YTD | +20.6% | -16.0% | +36.5% | +22.5% |
| 1Y | +22.9% | -22.5% | +45.3% | +25.7% |
| 3Y | +55.2% | -42.3% | +97.5% | +57.0% |
| All | +55.2% | -42.4% | +97.6% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling