+24.2%
IJR vs WU
-18.0%
+42.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.7% |
| 7D | +2.3% | +8.2% | -5.9% | +1.3% |
| 30D | +2.8% | +8.0% | -5.2% | +1.8% |
| 3M | -4.6% | -6.6% | +2.0% | -4.0% |
| 6M | +5.7% | -23.3% | +28.9% | +8.9% |
| YTD | +19.9% | -22.4% | +42.3% | +22.9% |
| 1Y | +24.2% | -18.0% | +42.1% | +26.0% |
| All | +24.2% | -18.0% | +42.1% | +26.0% |
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