+39.8%
IJR vs TXG
-62.8%
+102.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | -2.2% | +9.5% | -11.6% | -3.7% |
| 30D | -4.6% | +18.8% | -23.4% | -7.5% |
| 3M | +0.2% | +136.1% | -135.9% | -14.5% |
| 6M | +14.7% | +235.2% | -220.5% | -8.9% |
| YTD | +18.9% | +320.5% | -301.7% | -10.0% |
| 1Y | +19.9% | +425.2% | -405.3% | -13.9% |
| 3Y | +53.0% | +42.9% | +10.1% | +30.1% |
| All | +39.8% | -62.8% | +102.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling