+24.0%
IJR vs WU
-8.3%
+32.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | +3.9% | -3.9% | +7.8% | +3.5% |
| 6M | +12.4% | -20.7% | +33.1% | +15.0% |
| YTD | +21.5% | -18.4% | +39.9% | +23.7% |
| 1Y | +24.0% | -8.1% | +32.0% | +23.3% |
| All | +24.0% | -8.3% | +32.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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