+537.0%
IJR vs XRT
+501.1%
+36.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.8% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -3.1% | -5.6% | +2.5% | +1.0% |
| 3M | +4.4% | +2.5% | +1.9% | +2.1% |
| 6M | +16.1% | +3.7% | +12.5% | +12.4% |
| YTD | +20.6% | +1.0% | +19.6% | +19.0% |
| 1Y | +22.9% | -1.2% | +24.1% | +23.0% |
| 3Y | +55.2% | +43.4% | +11.8% | +17.2% |
| 5Y | +41.1% | -0.7% | +41.8% | +34.8% |
| 10Y | +167.0% | +123.7% | +43.3% | +26.0% |
| All | +537.0% | +501.1% | +36.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling