+55.8%
IJR vs WM
+46.8%
+9.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -2.4% | -2.4% | 0.0% | -2.2% |
| 3M | +3.9% | +0.4% | +3.5% | +3.7% |
| 6M | +12.4% | -9.5% | +21.9% | +13.8% |
| YTD | +21.5% | +0.5% | +21.0% | +20.8% |
| 1Y | +24.0% | -1.1% | +25.1% | +23.6% |
| All | +55.8% | +46.8% | +9.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling