+41.4%
IJR vs Z
-65.6%
+107.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.1% | -7.1% | +5.9% | +0.3% |
| 30D | -3.6% | -4.8% | +1.2% | -2.9% |
| 3M | +2.3% | -9.3% | +11.7% | +3.6% |
| 6M | +14.3% | -29.0% | +43.3% | +21.2% |
| YTD | +19.3% | -52.9% | +72.2% | +36.8% |
| 1Y | +22.6% | -63.1% | +85.7% | +47.4% |
| 3Y | +53.5% | -36.9% | +90.4% | +60.3% |
| All | +41.4% | -65.6% | +107.0% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling