+1,148.9%
IJR vs TXT
+218.8%
+930.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -3.1% | -11.1% | +7.9% | +1.1% |
| 3M | +4.4% | -13.0% | +17.4% | +9.5% |
| 6M | +16.1% | -16.2% | +32.3% | +23.3% |
| YTD | +20.6% | -8.7% | +29.3% | +23.6% |
| 1Y | +22.9% | -3.8% | +26.6% | +23.4% |
| 3Y | +55.2% | +5.5% | +49.7% | +49.7% |
| 5Y | +41.1% | +12.3% | +28.8% | +32.1% |
| 10Y | +167.0% | +97.4% | +69.6% | +94.8% |
| All | +1,148.9% | +218.8% | +930.1% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling