+43.2%
TER vs IJR
+24.2%
+19.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -10.0% |
| 7D | -19.9% | +2.3% | -22.1% | -24.6% |
| 30D | -43.5% | +2.8% | -46.4% | -47.6% |
| 3M | -37.8% | -4.6% | -33.2% | -29.7% |
| 6M | -25.6% | +5.7% | -31.2% | -32.6% |
| YTD | +29.8% | +19.9% | +9.9% | -4.9% |
| 1Y | +43.2% | +24.2% | +19.0% | -0.2% |
| All | +43.2% | +24.2% | +19.0% | -0.2% |
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