+456.2%
IJR vs UUUU
-92.8%
+549.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.9% |
| 7D | -2.2% | -10.5% | +8.3% | -1.4% |
| 30D | -4.6% | -10.5% | +5.9% | -3.9% |
| 3M | +0.2% | -14.1% | +14.4% | +1.0% |
| 6M | +14.7% | -35.5% | +50.2% | +17.3% |
| YTD | +18.9% | -10.9% | +29.8% | +17.7% |
| 1Y | +19.9% | +3.4% | +16.6% | +16.2% |
| 3Y | +53.0% | +73.1% | -20.1% | +38.7% |
| 5Y | +40.9% | +87.1% | -46.3% | +23.8% |
| 10Y | +171.1% | +463.0% | -292.0% | +108.1% |
| All | +456.2% | -92.8% | +549.1% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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