+168.1%
IJR vs TRI
+196.2%
-28.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -2.2% | -7.9% | +5.7% | +0.2% |
| 30D | -4.6% | -4.5% | -0.1% | -3.7% |
| 3M | +0.2% | +22.1% | -21.9% | -7.8% |
| 6M | +14.7% | -2.8% | +17.5% | +13.0% |
| YTD | +18.9% | -23.4% | +42.3% | +27.9% |
| 1Y | +19.9% | -41.5% | +61.5% | +45.4% |
| 3Y | +53.0% | -19.2% | +72.2% | +53.1% |
| 5Y | +40.9% | -9.4% | +50.3% | +30.3% |
| All | +168.1% | +196.2% | -28.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling