+168.1%
IJR vs WY
+7.6%
+160.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.2% | -4.2% | +2.0% | -0.1% |
| 30D | -4.6% | -10.1% | +5.5% | +0.5% |
| 3M | +0.2% | -8.5% | +8.7% | +4.1% |
| 6M | +14.7% | -3.3% | +18.1% | +15.5% |
| YTD | +18.9% | -4.4% | +23.3% | +19.7% |
| 1Y | +19.9% | -11.5% | +31.4% | +25.3% |
| 3Y | +53.0% | -24.3% | +77.3% | +70.9% |
| 5Y | +40.9% | -21.3% | +62.2% | +52.8% |
| All | +168.1% | +7.6% | +160.5% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling