+35.2%
IR vs IJR
+39.2%
-4.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.9% |
| 7D | -1.9% | -1.1% | -0.8% | -0.7% |
| 30D | -15.0% | -3.6% | -11.4% | -11.8% |
| 3M | -0.4% | +2.3% | -2.7% | -2.4% |
| 6M | -15.0% | +14.3% | -29.4% | -25.2% |
| YTD | -7.1% | +19.3% | -26.3% | -21.2% |
| 1Y | -7.5% | +22.6% | -30.1% | -23.7% |
| 3Y | +6.3% | +53.5% | -47.2% | -29.3% |
| All | +35.2% | +39.2% | -4.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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