-20.7%
TLT vs IJR
+172.1%
-192.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -1.6% | -2.2% | +0.5% | -1.8% |
| 30D | -1.1% | -4.6% | +3.5% | -1.5% |
| 3M | -4.9% | +0.2% | -5.1% | -4.8% |
| 6M | -5.0% | +14.7% | -19.7% | -3.8% |
| YTD | -4.4% | +18.9% | -23.2% | -2.8% |
| 1Y | -6.4% | +19.9% | -26.3% | -4.7% |
| 3Y | -2.0% | +53.0% | -55.0% | +3.0% |
| 5Y | -35.0% | +40.9% | -75.9% | -32.4% |
| All | -20.7% | +172.1% | -192.8% | +0.7% |
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