+24.2%
IJR vs TXT
+9.2%
+15.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +2.3% | +10.6% | -8.4% | -0.7% |
| 30D | +2.8% | +14.4% | -11.6% | -1.1% |
| 3M | -4.6% | -2.7% | -1.9% | -3.8% |
| 6M | +5.7% | -4.7% | +10.3% | +6.6% |
| YTD | +19.9% | -0.5% | +20.4% | +16.2% |
| 1Y | +24.2% | +8.7% | +15.4% | +9.5% |
| All | +24.2% | +9.2% | +15.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling