+1,851.9%
TER vs IJR
+172.1%
+1,679.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.0% |
| 7D | +6.4% | -2.2% | +8.5% | +9.0% |
| 30D | -5.7% | -4.6% | -1.1% | -0.3% |
| 3M | -0.4% | +0.2% | -0.6% | +0.3% |
| 6M | +25.8% | +14.7% | +11.1% | +11.0% |
| YTD | +96.4% | +18.9% | +77.5% | +67.7% |
| 1Y | +229.2% | +19.9% | +209.3% | +179.5% |
| 3Y | +288.1% | +53.0% | +235.1% | +157.1% |
| 5Y | +219.9% | +40.9% | +179.1% | +138.2% |
| All | +1,851.9% | +172.1% | +1,679.9% | +755.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling