+1,104.2%
JNJ vs IJR
+1,130.2%
-26.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -3.0% | -1.1% | -1.8% | -2.6% |
| 30D | +2.5% | -3.6% | +6.1% | +3.7% |
| 3M | +13.2% | +2.3% | +10.9% | +12.3% |
| 6M | +11.3% | +14.3% | -3.1% | +6.4% |
| YTD | +31.1% | +19.3% | +11.8% | +23.5% |
| 1Y | +54.3% | +22.6% | +31.7% | +43.8% |
| 3Y | +81.1% | +53.5% | +27.6% | +54.2% |
| 5Y | +82.7% | +39.9% | +42.8% | +57.8% |
| 10Y | +196.5% | +172.1% | +24.4% | +95.1% |
| All | +1,104.2% | +1,130.2% | -26.1% | +420.2% |
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 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