+1,135.5%
IJR vs UL
+768.2%
+367.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | -3.6% | -0.6% | -3.0% | -3.4% |
| 3M | +2.3% | +9.4% | -7.1% | -2.0% |
| 6M | +14.3% | -4.1% | +18.5% | +15.4% |
| YTD | +19.3% | -2.0% | +21.3% | +18.9% |
| 1Y | +22.6% | -9.0% | +31.6% | +25.8% |
| 3Y | +53.5% | +21.8% | +31.7% | +36.8% |
| 5Y | +39.9% | +20.6% | +19.3% | +22.9% |
| 10Y | +172.1% | +67.7% | +104.3% | +99.1% |
| All | +1,135.5% | +768.2% | +367.3% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling