+52.1%
JNJ vs IJR
+21.9%
+30.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -2.2% | -1.3% | -3.6% |
| 30D | +2.3% | -4.6% | +6.9% | +2.1% |
| 3M | +12.0% | +0.2% | +11.8% | +11.8% |
| 6M | +10.5% | +14.7% | -4.2% | +10.1% |
| YTD | +30.4% | +18.9% | +11.5% | +29.7% |
| 1Y | +52.1% | +19.9% | +32.2% | +51.2% |
| All | +52.1% | +21.9% | +30.2% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling