-0.9%
TLT vs IJR
+52.6%
-53.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | 0.0% | -3.6% | +3.6% | +0.5% |
| 3M | -2.9% | +2.3% | -5.2% | -3.2% |
| 6M | -6.3% | +14.3% | -20.6% | -7.9% |
| YTD | -3.3% | +19.3% | -22.6% | -5.6% |
| 1Y | -4.2% | +22.6% | -26.8% | -6.9% |
| All | -0.9% | +52.6% | -53.6% | -10.7% |
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 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