+4,081.2%
TMO vs IJR
+1,125.8%
+2,955.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | -0.6% | -2.2% | +1.5% | +0.8% |
| 30D | +1.1% | -4.6% | +5.7% | +4.3% |
| 3M | +28.3% | +0.2% | +28.1% | +28.0% |
| 6M | +23.3% | +14.7% | +8.5% | +12.2% |
| YTD | +5.5% | +18.9% | -13.4% | -6.4% |
| 1Y | +24.5% | +19.9% | +4.6% | +9.7% |
| 3Y | +19.6% | +53.0% | -33.5% | -11.6% |
| 5Y | +8.1% | +40.9% | -32.7% | -16.6% |
| 10Y | +336.7% | +171.1% | +165.7% | +92.5% |
| All | +4,081.2% | +1,125.8% | +2,955.4% | +401.1% |
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