+1,096.0%
IJR vs WM
+2,066.8%
-970.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.5% |
| 30D | +0.4% | +13.1% | -12.7% | -5.7% |
| 3M | -6.6% | +3.6% | -10.2% | -8.5% |
| 6M | -0.3% | +8.1% | -8.3% | -5.0% |
| YTD | +15.5% | +8.9% | +6.6% | +9.0% |
| 1Y | +19.2% | +20.3% | -1.1% | +6.9% |
| 3Y | +54.6% | +46.2% | +8.4% | +22.7% |
| 5Y | +23.8% | +59.9% | -36.1% | -7.6% |
| 10Y | +175.0% | +345.6% | -170.6% | +21.1% |
| All | +1,096.0% | +2,066.8% | -970.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling