+102.8%
IJR vs TW
+211.2%
-108.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.6% | -0.6% | -3.0% | -3.5% |
| 3M | +2.3% | +3.4% | -1.1% | +0.8% |
| 6M | +14.3% | -18.4% | +32.8% | +19.7% |
| YTD | +19.3% | -3.9% | +23.2% | +18.8% |
| 1Y | +22.6% | -13.3% | +35.9% | +25.6% |
| 3Y | +53.5% | +20.8% | +32.7% | +38.3% |
| 5Y | +39.9% | +20.3% | +19.6% | +23.3% |
| All | +102.8% | +211.2% | -108.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling