+102.1%
IJR vs TW
+206.7%
-104.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.2% | -4.5% | +2.3% | -1.0% |
| 30D | -4.6% | -2.3% | -2.3% | -4.1% |
| 3M | +0.2% | +2.6% | -2.4% | -1.1% |
| 6M | +14.7% | -17.5% | +32.3% | +19.7% |
| YTD | +18.9% | -5.3% | +24.2% | +18.8% |
| 1Y | +19.9% | -14.8% | +34.7% | +23.4% |
| 3Y | +53.0% | +18.8% | +34.2% | +38.4% |
| 5Y | +40.9% | +20.7% | +20.1% | +23.8% |
| All | +102.1% | +206.7% | -104.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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