+39.9%
IJR vs TPR
+225.0%
-185.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -1.1% | -7.3% | +6.2% | +1.2% |
| 30D | -3.6% | -30.7% | +27.1% | +7.0% |
| 3M | +2.3% | -21.6% | +23.9% | +8.9% |
| 6M | +14.3% | -21.3% | +35.7% | +20.8% |
| YTD | +19.3% | -10.2% | +29.5% | +20.2% |
| 1Y | +22.6% | +9.5% | +13.1% | +15.0% |
| 3Y | +53.5% | +280.8% | -227.2% | -10.7% |
| 5Y | +39.9% | +218.7% | -178.8% | -16.8% |
| All | +39.9% | +225.0% | -185.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling