+889.4%
IJR vs TNA
+913.2%
-23.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.1% |
| 7D | -2.3% | -7.6% | +5.3% | +0.2% |
| 30D | -4.7% | -13.6% | +8.9% | -0.2% |
| 3M | +2.1% | +2.8% | -0.7% | +0.6% |
| 6M | +13.9% | +34.5% | -20.6% | +1.4% |
| YTD | +18.2% | +41.0% | -22.8% | +2.9% |
| 1Y | +21.8% | +52.0% | -30.2% | +2.2% |
| 3Y | +52.2% | +103.5% | -51.3% | +5.3% |
| 5Y | +40.1% | -22.5% | +62.6% | +17.6% |
| 10Y | +169.7% | +81.9% | +87.8% | +30.1% |
| All | +889.4% | +913.2% | -23.8% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 all: compounded portfolio wealth divided by compounded TNA 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…
all analysis · Full analysis span regression · 6 months rolling