+166.7%
IJR vs TPR
+318.3%
-151.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -2.3% | -5.1% | +2.8% | -0.7% |
| 30D | -4.7% | -27.6% | +22.9% | +4.8% |
| 3M | +2.1% | -17.5% | +19.6% | +7.3% |
| 6M | +13.9% | -21.3% | +35.2% | +20.7% |
| YTD | +18.2% | -8.5% | +26.7% | +18.8% |
| 1Y | +21.8% | +11.5% | +10.4% | +14.0% |
| 3Y | +52.2% | +288.0% | -235.8% | -9.8% |
| 5Y | +40.1% | +225.2% | -185.0% | -15.1% |
| All | +166.7% | +318.3% | -151.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling