+2,412.4%
LOW vs IJR
+1,130.2%
+1,282.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -0.6% | -1.1% | +0.5% | +0.3% |
| 30D | -9.3% | -3.6% | -5.6% | -6.5% |
| 3M | -8.1% | +2.3% | -10.4% | -9.7% |
| 6M | -19.8% | +14.3% | -34.1% | -28.1% |
| YTD | -16.4% | +19.3% | -35.7% | -27.7% |
| 1Y | -24.7% | +22.6% | -47.3% | -36.5% |
| 3Y | -8.8% | +53.5% | -62.4% | -37.3% |
| 5Y | +7.8% | +39.9% | -32.2% | -20.5% |
| 10Y | +233.8% | +172.1% | +61.8% | +34.9% |
| All | +2,412.4% | +1,130.2% | +1,282.2% | +118.2% |
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