+191.2%
TER vs IJR
+61.8%
+129.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +2.2% | +12.2% | +11.1% |
| 30D | -30.6% | +3.8% | -34.4% | -34.0% |
| 3M | -39.2% | -5.7% | -33.4% | -32.8% |
| 6M | -31.3% | +4.6% | -35.9% | -33.5% |
| YTD | +29.1% | +18.0% | +11.1% | +9.1% |
| 1Y | +47.4% | +21.8% | +25.6% | +19.9% |
| 3Y | +191.2% | +61.1% | +130.1% | +78.6% |
| All | +191.2% | +61.8% | +129.4% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling