+16.0%
O vs IJR
+39.9%
-23.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -4.5% | -4.6% | +0.1% | -2.8% |
| 3M | -2.6% | +0.2% | -2.9% | -2.8% |
| 6M | -5.6% | +14.7% | -20.3% | -10.7% |
| YTD | +9.3% | +18.9% | -9.6% | +1.8% |
| 1Y | +4.3% | +19.9% | -15.6% | -3.3% |
| 3Y | +27.4% | +53.0% | -25.6% | +3.2% |
| All | +16.0% | +39.9% | -23.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling