+39.8%
IJR vs TRGP
+628.1%
-588.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -4.6% | +8.0% | -12.6% | -7.2% |
| 3M | +0.2% | +8.3% | -8.0% | -3.0% |
| 6M | +14.7% | +23.9% | -9.2% | +5.3% |
| YTD | +18.9% | +59.6% | -40.8% | -0.8% |
| 1Y | +19.9% | +79.4% | -59.5% | -4.7% |
| 3Y | +53.0% | +269.4% | -216.4% | -10.9% |
| All | +39.8% | +628.1% | -588.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling