+223.3%
TER vs IJR
+39.2%
+184.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.6% |
| 7D | +12.4% | -1.1% | +13.5% | +14.0% |
| 30D | +5.1% | -3.6% | +8.8% | +10.9% |
| 3M | +4.0% | +2.3% | +1.6% | +2.1% |
| 6M | +29.5% | +14.3% | +15.2% | +11.8% |
| YTD | +98.5% | +19.3% | +79.2% | +63.4% |
| 1Y | +234.1% | +22.6% | +211.5% | +166.2% |
| 3Y | +289.0% | +53.5% | +235.5% | +132.4% |
| All | +223.3% | +39.2% | +184.1% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling