+433.8%
TER vs IJR
+1,153.0%
-719.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.9% |
| 30D | -8.3% | -2.4% | -5.9% | -5.1% |
| 3M | -12.2% | +3.9% | -16.1% | -15.2% |
| 6M | +17.1% | +12.4% | +4.7% | +4.2% |
| YTD | +84.7% | +21.5% | +63.2% | +49.2% |
| 1Y | +199.9% | +24.0% | +175.9% | +136.7% |
| 3Y | +232.8% | +49.7% | +183.1% | +107.5% |
| 5Y | +198.6% | +39.7% | +158.9% | +108.9% |
| 10Y | +1,669.7% | +169.0% | +1,500.7% | +381.1% |
| All | +433.8% | +1,153.0% | -719.2% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling