+24.0%
IJR vs WPM
+53.7%
-29.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.5% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | -2.4% | +26.4% | -28.8% | -5.2% |
| 3M | +3.9% | +20.8% | -16.9% | +1.2% |
| 6M | +12.4% | +1.1% | +11.3% | +11.1% |
| YTD | +21.5% | +32.5% | -11.0% | +15.9% |
| 1Y | +24.0% | +51.5% | -27.5% | +16.0% |
| All | +24.0% | +53.7% | -29.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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