+903.6%
IJR vs TRI
+499.2%
+404.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -2.3% | -14.4% | +12.0% | +4.2% |
| 30D | -4.7% | -8.1% | +3.4% | -1.8% |
| 3M | +2.1% | +17.5% | -15.4% | -7.5% |
| 6M | +13.9% | -5.0% | +18.8% | +11.5% |
| YTD | +18.2% | -24.7% | +42.9% | +26.8% |
| 1Y | +21.8% | -41.5% | +63.3% | +47.6% |
| 3Y | +52.2% | -20.3% | +72.5% | +53.3% |
| 5Y | +40.1% | -10.9% | +51.0% | +31.5% |
| 10Y | +169.7% | +190.6% | -20.9% | +33.2% |
| All | +903.6% | +499.2% | +404.3% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling