+1,148.9%
IJR vs WAT
+811.8%
+337.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.2% |
| 7D | +0.9% | -0.7% | +1.7% | +1.2% |
| 30D | -3.1% | -1.0% | -2.2% | -2.9% |
| 3M | +4.4% | +10.9% | -6.5% | +0.8% |
| 6M | +16.1% | +33.2% | -17.0% | +4.8% |
| YTD | +20.6% | +6.1% | +14.5% | +16.5% |
| 1Y | +22.9% | +30.2% | -7.4% | +10.7% |
| 3Y | +55.2% | +52.9% | +2.3% | +29.1% |
| 5Y | +41.1% | -5.1% | +46.2% | +34.6% |
| 10Y | +167.0% | +152.6% | +14.3% | +83.3% |
| All | +1,148.9% | +811.8% | +337.1% | +440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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