+22.6%
IJR vs WM
+0.5%
+22.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -1.1% | -1.2% | +0.1% | -1.2% |
| 30D | -3.6% | -4.5% | +0.9% | -3.8% |
| 3M | +2.3% | -2.2% | +4.5% | +2.2% |
| 6M | +14.3% | -11.5% | +25.8% | +15.2% |
| YTD | +19.3% | -0.7% | +20.0% | +18.4% |
| 1Y | +22.6% | +0.3% | +22.3% | +22.1% |
| All | +22.6% | +0.5% | +22.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling