+2,094.8%
O vs IJR
+1,130.2%
+964.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.7% |
| 7D | -2.3% | -1.1% | -1.1% | -1.4% |
| 30D | -2.4% | -3.6% | +1.2% | +0.2% |
| 3M | -0.6% | +2.3% | -2.9% | -2.5% |
| 6M | -5.0% | +14.3% | -19.3% | -14.5% |
| YTD | +10.4% | +19.3% | -8.9% | -4.1% |
| 1Y | +6.6% | +22.6% | -16.0% | -9.7% |
| 3Y | +28.4% | +53.5% | -25.2% | -12.2% |
| 5Y | +15.3% | +39.9% | -24.7% | -17.8% |
| 10Y | +55.3% | +172.1% | -116.7% | -39.6% |
| All | +2,094.8% | +1,130.2% | +964.6% | +195.7% |
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