+168.1%
IJR vs WAB
+296.8%
-128.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.6% | -4.1% | -0.5% | -2.6% |
| 3M | +0.2% | +8.2% | -7.9% | -4.4% |
| 6M | +14.7% | +15.4% | -0.7% | +5.5% |
| YTD | +18.9% | +33.1% | -14.3% | +1.5% |
| 1Y | +19.9% | +48.1% | -28.1% | -3.1% |
| 3Y | +53.0% | +167.7% | -114.7% | -9.0% |
| 5Y | +40.9% | +225.7% | -184.9% | -24.6% |
| All | +168.1% | +296.8% | -128.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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