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  • KLAC vs IJR✓SelectedUSD · IJRKLAC vs IJR performance historyLatest closeAs of-3.21%09/09
Stock and ETF performance explorer

KLAC vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,580.1%
IJR return
+1,130.2%
Excess return
+6,449.9%
Maximum drawdown
-77.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D-3.2%-1.1%-2.1%-2.0%
7D+6.2%-1.1%+7.3%+7.6%
30D-5.0%-3.6%-1.4%-0.8%
3M-14.4%+2.3%-16.7%-15.6%
6M+28.3%+14.3%+14.0%+12.6%
YTD+51.1%+19.3%+31.8%+27.2%
1Y+100.4%+22.6%+77.8%+64.0%
3Y+276.3%+53.5%+222.8%+138.2%
5Y+452.1%+39.9%+412.1%+297.0%
10Y+2,986.0%+172.1%+2,813.9%+925.9%
All+7,580.1%+1,130.2%+6,449.9%+127.7%

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