+27.2%
IJR vs TMF
-88.6%
+115.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +2.2% | -9.3% | +11.4% | +2.7% |
| 30D | +3.8% | +1.9% | +1.9% | +3.7% |
| 3M | -5.7% | -11.2% | +5.5% | -5.2% |
| 6M | +4.6% | -17.7% | +22.3% | +5.7% |
| YTD | +18.0% | -24.5% | +42.4% | +19.6% |
| 1Y | +21.8% | -29.4% | +51.2% | +23.9% |
| 3Y | +61.1% | -33.4% | +94.5% | +63.3% |
| All | +27.2% | -88.6% | +115.9% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling