+41.5%
IJR vs TMF
-87.8%
+129.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.9% |
| 30D | -3.1% | -1.8% | -1.3% | -3.1% |
| 3M | +4.4% | -8.2% | +12.6% | +4.8% |
| 6M | +16.1% | -19.5% | +35.6% | +17.3% |
| YTD | +20.6% | -16.0% | +36.5% | +21.5% |
| 1Y | +22.9% | -22.5% | +45.3% | +24.2% |
| 3Y | +55.2% | -42.3% | +97.5% | +56.6% |
| All | +41.5% | -87.8% | +129.2% | +28.8% |
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