+1,121.9%
IJR vs TXT
+235.3%
+886.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +3.8% | +13.3% | -9.5% | -1.2% |
| 3M | -5.7% | -5.0% | -0.8% | -4.4% |
| 6M | +4.6% | -8.4% | +13.1% | +7.2% |
| YTD | +18.0% | -4.0% | +21.9% | +18.2% |
| 1Y | +21.8% | +2.8% | +19.0% | +19.0% |
| 3Y | +61.1% | +10.3% | +50.8% | +52.3% |
| 5Y | +27.3% | +9.2% | +18.2% | +19.9% |
| 10Y | +154.1% | +89.6% | +64.5% | +86.9% |
| All | +1,121.9% | +235.3% | +886.5% | +417.3% |
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