+110.2%
T vs IJR
+52.1%
+58.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -2.2% | +3.6% | +1.6% |
| 30D | +7.5% | -4.6% | +12.1% | +7.8% |
| 3M | +14.8% | +0.2% | +14.6% | +14.8% |
| 6M | -1.7% | +14.7% | -16.5% | -2.8% |
| YTD | +8.7% | +18.9% | -10.2% | +7.0% |
| 1Y | -7.5% | +19.9% | -27.4% | -9.0% |
| 3Y | +110.2% | +53.0% | +57.2% | +95.4% |
| All | +110.2% | +52.1% | +58.2% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling