-6.4%
TLT vs IJR
+21.9%
-28.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.6% | -2.2% | +0.5% | -1.3% |
| 30D | -1.1% | -4.6% | +3.5% | -0.5% |
| 3M | -4.9% | +0.2% | -5.1% | -4.8% |
| 6M | -5.0% | +14.7% | -19.7% | -6.0% |
| YTD | -4.4% | +18.9% | -23.2% | -5.3% |
| 1Y | -6.4% | +19.9% | -26.3% | -7.3% |
| All | -6.4% | +21.9% | -28.3% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling