-7.5%
T vs IJR
+21.9%
-29.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -2.2% | +3.6% | +1.3% |
| 30D | +7.5% | -4.6% | +12.1% | +7.0% |
| 3M | +14.8% | +0.2% | +14.6% | +14.8% |
| 6M | -1.7% | +14.7% | -16.5% | -0.7% |
| YTD | +8.7% | +18.9% | -10.2% | +9.1% |
| 1Y | -7.5% | +19.9% | -27.4% | -7.9% |
| All | -7.5% | +21.9% | -29.4% | -7.9% |
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