+291.3%
IR vs IJR
+141.3%
+149.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | -2.8% | -0.2% | -2.7% | -2.6% |
| 30D | -15.1% | -2.4% | -12.7% | -13.0% |
| 3M | +6.1% | +3.9% | +2.1% | +2.3% |
| 6M | -16.8% | +12.4% | -29.2% | -25.3% |
| YTD | -3.5% | +21.5% | -25.0% | -19.5% |
| 1Y | -3.5% | +24.0% | -27.5% | -21.0% |
| 3Y | +9.5% | +49.7% | -40.2% | -25.4% |
| 5Y | +45.1% | +39.7% | +5.4% | +5.4% |
| All | +291.3% | +141.3% | +149.9% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling