+168.1%
IJR vs Z
-2.5%
+170.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.3% |
| 7D | -2.2% | -6.0% | +3.9% | -1.0% |
| 30D | -4.6% | -2.3% | -2.3% | -4.4% |
| 3M | +0.2% | -0.6% | +0.8% | -0.3% |
| 6M | +14.7% | -27.6% | +42.3% | +20.9% |
| YTD | +18.9% | -52.4% | +71.2% | +35.3% |
| 1Y | +19.9% | -63.6% | +83.5% | +43.7% |
| 3Y | +53.0% | -36.4% | +89.4% | +59.1% |
| 5Y | +40.9% | -64.6% | +105.5% | +53.5% |
| All | +168.1% | -2.5% | +170.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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