+168.1%
IJR vs TSEM
+1,313.0%
-1,144.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.2% |
| 7D | -2.2% | -4.9% | +2.7% | -1.1% |
| 30D | -4.6% | -18.7% | +14.1% | -0.6% |
| 3M | +0.2% | -18.1% | +18.4% | +2.0% |
| 6M | +14.7% | +77.1% | -62.4% | -6.3% |
| YTD | +18.9% | +80.1% | -61.3% | -4.5% |
| 1Y | +19.9% | +220.4% | -200.4% | -18.4% |
| 3Y | +53.0% | +650.1% | -597.0% | -21.3% |
| 5Y | +40.9% | +628.9% | -588.0% | -29.6% |
| All | +168.1% | +1,313.0% | -1,144.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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