+131.2%
TLT vs IJR
+1,072.0%
-940.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +0.4% | +0.9% | -0.5% | +0.6% |
| 30D | -0.3% | -3.1% | +2.8% | -0.9% |
| 3M | -1.7% | +4.4% | -6.1% | -1.0% |
| 6M | -4.9% | +16.1% | -21.0% | -2.3% |
| YTD | -2.8% | +20.6% | -23.4% | +0.6% |
| 1Y | -4.2% | +22.9% | -27.1% | -0.4% |
| 3Y | -1.1% | +55.2% | -56.3% | +8.0% |
| 5Y | -33.7% | +41.1% | -74.8% | -28.6% |
| 10Y | -20.7% | +167.0% | -187.6% | +3.6% |
| All | +131.2% | +1,072.0% | -940.8% | +368.1% |
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