+24.2%
IJR vs TRGP
+89.5%
-65.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.9% | +1.2% |
| 7D | +2.3% | -6.5% | +8.7% | +2.0% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | -4.6% | +8.8% | -13.4% | -4.6% |
| 6M | +5.7% | +11.0% | -5.3% | +5.3% |
| YTD | +19.9% | +57.4% | -37.5% | +14.5% |
| 1Y | +24.2% | +87.9% | -63.7% | +15.4% |
| All | +24.2% | +89.5% | -65.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling