+51.2%
JNJ vs IRE
-97.6%
+148.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -23.2% | +27.1% | +3.3% |
| 7D | +1.9% | -46.8% | +48.8% | +0.8% |
| 30D | +9.2% | -75.5% | +84.8% | +6.6% |
| 3M | +8.9% | -79.4% | +88.3% | +6.3% |
| 6M | +24.6% | -91.3% | +115.8% | +21.8% |
| YTD | +35.7% | -90.8% | +126.5% | +34.9% |
| 1Y | +51.2% | -97.7% | +148.9% | +49.4% |
| All | +51.2% | -97.6% | +148.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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