+683.6%
IYR vs IJR
+1,012.3%
-328.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -2.8% | -2.3% | -0.5% | -1.0% |
| 30D | -2.5% | -4.7% | +2.2% | +1.3% |
| 3M | -3.0% | +2.1% | -5.1% | -4.8% |
| 6M | +1.6% | +13.9% | -12.2% | -8.9% |
| YTD | +7.3% | +18.2% | -10.9% | -7.0% |
| 1Y | +5.6% | +21.8% | -16.2% | -11.0% |
| 3Y | +28.1% | +52.2% | -24.1% | -12.5% |
| 5Y | +6.1% | +40.1% | -34.0% | -23.7% |
| 10Y | +67.7% | +169.7% | -102.0% | -37.1% |
| All | +683.6% | +1,012.3% | -328.7% | +7.3% |
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