-21.1%
LOW vs IJR
+25.5%
-46.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -1.7% | -0.2% | -1.6% | -1.6% |
| 30D | -7.0% | -2.4% | -4.6% | -5.3% |
| 3M | -0.9% | +3.9% | -4.8% | -3.7% |
| 6M | -20.1% | +12.4% | -32.5% | -27.0% |
| YTD | -13.9% | +21.5% | -35.4% | -24.6% |
| 1Y | -21.1% | +24.0% | -45.1% | -32.0% |
| All | -21.1% | +25.5% | -46.6% | -32.0% |
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