+921.1%
IJR vs WTW
+1,102.0%
-180.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.2% | -5.7% | +3.5% | +0.2% |
| 30D | -4.6% | -7.3% | +2.7% | -1.8% |
| 3M | +0.2% | +21.5% | -21.2% | -8.1% |
| 6M | +14.7% | +9.6% | +5.1% | +8.8% |
| YTD | +18.9% | -3.3% | +22.1% | +17.9% |
| 1Y | +19.9% | -6.1% | +26.1% | +20.2% |
| 3Y | +53.0% | +61.8% | -8.8% | +19.4% |
| 5Y | +40.9% | +42.7% | -1.8% | +15.1% |
| 10Y | +171.1% | +197.2% | -26.2% | +59.3% |
| All | +921.1% | +1,102.0% | -180.9% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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