+169.0%
IJR vs TPR
+310.5%
-141.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | 0.0% |
| 7D | -1.1% | -7.3% | +6.2% | +1.3% |
| 30D | -3.6% | -30.7% | +27.1% | +7.5% |
| 3M | +2.3% | -21.6% | +23.9% | +9.3% |
| 6M | +14.3% | -21.3% | +35.7% | +21.2% |
| YTD | +19.3% | -10.2% | +29.5% | +20.6% |
| 1Y | +22.6% | +9.5% | +13.1% | +15.4% |
| 3Y | +53.5% | +280.8% | -227.2% | -8.4% |
| 5Y | +39.9% | +218.7% | -178.8% | -14.7% |
| All | +169.0% | +310.5% | -141.4% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling