+168.1%
IJR vs UL
+66.7%
+101.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.2% | -3.4% | +1.2% | -1.1% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | +0.2% | +7.2% | -7.0% | -2.4% |
| 6M | +14.7% | -3.1% | +17.8% | +15.3% |
| YTD | +18.9% | -2.7% | +21.6% | +19.0% |
| 1Y | +19.9% | -10.2% | +30.2% | +23.3% |
| 3Y | +53.0% | +20.3% | +32.8% | +39.2% |
| 5Y | +40.9% | +19.9% | +20.9% | +26.3% |
| All | +168.1% | +66.7% | +101.4% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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