+1,135.5%
IJR vs WY
+200.1%
+935.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.3% |
| 30D | -3.6% | -9.9% | +6.2% | +1.2% |
| 3M | +2.3% | -7.5% | +9.8% | +5.5% |
| 6M | +14.3% | -5.1% | +19.5% | +16.2% |
| YTD | +19.3% | -2.1% | +21.4% | +18.8% |
| 1Y | +22.6% | -7.3% | +30.0% | +25.1% |
| 3Y | +53.5% | -22.6% | +76.2% | +69.0% |
| 5Y | +39.9% | -19.8% | +59.7% | +49.9% |
| 10Y | +172.1% | +9.6% | +162.5% | +132.7% |
| All | +1,135.5% | +200.1% | +935.4% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling