+68.3%
T vs IJR
+38.0%
+30.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | +4.3% | -4.7% | +9.0% | +5.4% |
| 3M | +11.6% | +2.1% | +9.4% | +10.9% |
| 6M | -5.6% | +13.9% | -19.4% | -8.7% |
| YTD | +6.6% | +18.2% | -11.7% | +1.8% |
| 1Y | -8.4% | +21.8% | -30.2% | -13.3% |
| 3Y | +107.8% | +52.2% | +55.7% | +78.0% |
| 5Y | +68.3% | +40.1% | +28.2% | +42.3% |
| All | +68.3% | +38.0% | +30.3% | +42.3% |
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