+37.9%
IWM vs IJR
+39.9%
-2.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -0.2% |
| 30D | -4.6% | -4.6% | 0.0% | +0.2% |
| 3M | -0.3% | +0.2% | -0.5% | -0.5% |
| 6M | +14.7% | +14.7% | 0.0% | -0.3% |
| YTD | +17.8% | +18.9% | -1.0% | -1.2% |
| 1Y | +21.2% | +19.9% | +1.3% | +0.7% |
| 3Y | +62.3% | +53.0% | +9.3% | +4.8% |
| All | +37.9% | +39.9% | -2.0% | -1.9% |
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