+347.7%
T vs IJR
+1,130.2%
-782.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | +4.6% | -3.6% | +8.2% | +6.4% |
| 3M | +12.2% | +2.3% | +9.9% | +10.8% |
| 6M | -6.5% | +14.3% | -20.8% | -12.9% |
| YTD | +4.9% | +19.3% | -14.4% | -4.6% |
| 1Y | -10.5% | +22.6% | -33.1% | -20.0% |
| 3Y | +104.6% | +53.5% | +51.0% | +57.8% |
| 5Y | +64.2% | +39.9% | +24.3% | +30.7% |
| 10Y | +68.4% | +172.1% | -103.6% | -10.2% |
| All | +347.7% | +1,130.2% | -782.5% | -7.1% |
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