+178.3%
IJR vs TRU
+226.0%
-47.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.1% | -6.5% | +5.4% | +1.3% |
| 30D | -3.6% | -2.5% | -1.1% | -3.0% |
| 3M | +2.3% | +10.4% | -8.0% | -2.6% |
| 6M | +14.3% | +1.6% | +12.7% | +11.6% |
| YTD | +19.3% | -9.7% | +29.0% | +20.8% |
| 1Y | +22.6% | -17.3% | +39.9% | +27.7% |
| 3Y | +53.5% | -1.8% | +55.4% | +41.8% |
| 5Y | +39.9% | -36.2% | +76.2% | +52.4% |
| 10Y | +172.1% | +143.2% | +28.8% | +80.1% |
| All | +178.3% | +226.0% | -47.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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