+1,135.5%
IJR vs WAB
+5,499.4%
-4,364.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -3.6% | -4.6% | +0.9% | -1.7% |
| 3M | +2.3% | +5.6% | -3.3% | -0.7% |
| 6M | +14.3% | +13.8% | +0.5% | +7.1% |
| YTD | +19.3% | +31.9% | -12.6% | +4.8% |
| 1Y | +22.6% | +48.3% | -25.7% | +2.3% |
| 3Y | +53.5% | +167.1% | -113.6% | -1.2% |
| 5Y | +39.9% | +222.9% | -182.9% | -17.3% |
| 10Y | +172.1% | +289.9% | -117.9% | +38.4% |
| All | +1,135.5% | +5,499.4% | -4,364.0% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling