+575.7%
IJR vs WPM
+6,037.2%
-5,461.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.2% |
| 7D | -1.1% | +3.9% | -5.0% | -1.6% |
| 30D | -3.6% | +17.7% | -21.3% | -5.9% |
| 3M | +2.3% | +39.4% | -37.1% | -2.6% |
| 6M | +14.3% | +6.4% | +7.9% | +12.5% |
| YTD | +19.3% | +34.0% | -14.7% | +13.2% |
| 1Y | +22.6% | +50.5% | -27.9% | +14.2% |
| 3Y | +53.5% | +280.3% | -226.8% | +24.3% |
| 5Y | +39.9% | +266.3% | -226.4% | +12.5% |
| 10Y | +172.1% | +550.8% | -378.7% | +93.2% |
| All | +575.7% | +6,037.2% | -5,461.5% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling