+1,135.5%
IJR vs WSM
+4,138.8%
-3,003.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.1% | +2.6% | -3.7% | -1.8% |
| 30D | -3.6% | -9.3% | +5.7% | -1.0% |
| 3M | +2.3% | +7.1% | -4.8% | +0.2% |
| 6M | +14.3% | +21.7% | -7.4% | +7.7% |
| YTD | +19.3% | +28.7% | -9.5% | +10.4% |
| 1Y | +22.6% | +13.9% | +8.7% | +17.1% |
| 3Y | +53.5% | +232.2% | -178.6% | +3.9% |
| 5Y | +39.9% | +176.4% | -136.5% | -4.1% |
| 10Y | +172.1% | +1,072.4% | -900.4% | +14.2% |
| All | +1,135.5% | +4,138.8% | -3,003.4% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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