+53.6%
IJR vs TPR
+279.7%
-226.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.2% |
| 7D | -1.1% | -7.3% | +6.2% | +0.8% |
| 30D | -3.6% | -30.7% | +27.1% | +5.6% |
| 3M | +2.3% | -21.6% | +23.9% | +7.9% |
| 6M | +14.3% | -21.3% | +35.7% | +19.8% |
| YTD | +19.3% | -10.2% | +29.5% | +19.7% |
| 1Y | +22.6% | +9.5% | +13.1% | +15.2% |
| All | +53.6% | +279.7% | -226.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling