+1,063.2%
IJR vs TPR
+7,380.8%
-6,317.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | -2.4% | -23.0% | +20.6% | +5.3% |
| 3M | +3.9% | -12.5% | +16.4% | +7.3% |
| 6M | +12.4% | -21.4% | +33.8% | +19.3% |
| YTD | +21.5% | -3.5% | +25.0% | +20.2% |
| 1Y | +24.0% | +17.4% | +6.6% | +14.4% |
| 3Y | +49.7% | +291.3% | -241.5% | -10.2% |
| 5Y | +39.7% | +241.9% | -202.2% | -15.6% |
| 10Y | +169.0% | +322.7% | -153.7% | +32.7% |
| All | +1,063.2% | +7,380.8% | -6,317.6% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling