+53.0%
IJR vs TRI
-18.9%
+71.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -2.2% | -7.9% | +5.7% | -1.4% |
| 30D | -4.6% | -4.5% | -0.1% | -4.3% |
| 3M | +0.2% | +22.1% | -21.9% | -2.4% |
| 6M | +14.7% | -2.8% | +17.5% | +15.1% |
| YTD | +18.9% | -23.4% | +42.3% | +25.8% |
| 1Y | +19.9% | -41.5% | +61.5% | +36.2% |
| 3Y | +53.0% | -19.2% | +72.2% | +49.5% |
| All | +53.0% | -18.9% | +71.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling