+431.8%
IJR vs TRGP
+2,242.0%
-1,810.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -3.6% | +9.5% | -13.1% | -5.8% |
| 3M | +2.3% | +10.8% | -8.5% | -0.7% |
| 6M | +14.3% | +25.3% | -11.0% | +7.5% |
| YTD | +19.3% | +60.3% | -41.0% | +5.5% |
| 1Y | +22.6% | +84.6% | -61.9% | +4.4% |
| 3Y | +53.5% | +264.4% | -210.8% | +10.0% |
| 5Y | +39.9% | +636.6% | -596.6% | -15.7% |
| 10Y | +172.1% | +848.9% | -676.9% | +32.8% |
| All | +431.8% | +2,242.0% | -1,810.2% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling