+168.1%
IJR vs TXT
+107.7%
+60.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.6% |
| 7D | -2.2% | +2.5% | -4.6% | -3.4% |
| 30D | -4.6% | -8.9% | +4.3% | -0.1% |
| 3M | +0.2% | -13.6% | +13.8% | +7.2% |
| 6M | +14.7% | -13.1% | +27.8% | +21.9% |
| YTD | +18.9% | -7.0% | +25.9% | +21.4% |
| 1Y | +19.9% | -1.4% | +21.3% | +18.7% |
| 3Y | +53.0% | +7.0% | +46.1% | +43.1% |
| 5Y | +40.9% | +15.4% | +25.5% | +24.7% |
| All | +168.1% | +107.7% | +60.3% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling