+199.8%
TER vs IJR
+25.5%
+174.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +4.6% |
| 7D | +0.6% | -0.2% | +0.7% | +1.1% |
| 30D | -8.3% | -2.4% | -5.9% | -2.7% |
| 3M | -12.2% | +3.9% | -16.2% | -17.3% |
| 6M | +17.0% | +12.4% | +4.6% | -3.5% |
| YTD | +84.6% | +21.5% | +63.1% | +37.4% |
| 1Y | +199.8% | +24.0% | +175.8% | +117.7% |
| All | +199.8% | +25.5% | +174.3% | +117.7% |
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 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