+515.0%
IJR vs WU
-22.3%
+537.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -1.1% | -4.9% | +3.8% | +1.0% |
| 30D | -3.6% | -1.3% | -2.3% | -3.2% |
| 3M | +2.3% | -3.6% | +5.9% | +1.9% |
| 6M | +14.3% | -24.3% | +38.7% | +25.9% |
| YTD | +19.3% | -21.1% | +40.4% | +28.5% |
| 1Y | +22.6% | -10.3% | +32.9% | +23.6% |
| 3Y | +53.5% | -28.4% | +81.9% | +67.4% |
| 5Y | +39.9% | -51.2% | +91.1% | +76.5% |
| 10Y | +172.1% | -39.6% | +211.7% | +204.9% |
| All | +515.0% | -22.3% | +537.3% | +449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling