+52.2%
IJR vs Z
-39.0%
+91.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | -2.3% | -11.6% | +9.3% | +0.1% |
| 30D | -4.7% | -8.5% | +3.8% | -3.3% |
| 3M | +2.1% | -7.9% | +10.0% | +3.1% |
| 6M | +13.9% | -29.1% | +42.9% | +21.1% |
| YTD | +18.2% | -54.2% | +72.4% | +37.8% |
| 1Y | +21.8% | -63.5% | +85.4% | +49.2% |
| All | +52.2% | -39.0% | +91.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling