+191.9%
IJR vs Z
+17.0%
+174.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.5% |
| 7D | +0.9% | -3.3% | +4.2% | +1.5% |
| 30D | -3.1% | -3.7% | +0.6% | -2.7% |
| 3M | +4.4% | -7.0% | +11.4% | +5.1% |
| 6M | +16.1% | -29.5% | +45.6% | +23.0% |
| YTD | +20.6% | -52.6% | +73.1% | +37.2% |
| 1Y | +22.9% | -64.0% | +86.9% | +47.1% |
| 3Y | +55.2% | -36.4% | +91.6% | +61.4% |
| 5Y | +41.1% | -65.8% | +106.8% | +54.8% |
| 10Y | +167.0% | -5.8% | +172.8% | +112.3% |
| All | +191.9% | +17.0% | +174.9% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling