+1,783.2%
TRV vs IJR
+1,119.4%
+663.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -1.5% | -2.3% | +0.8% | +0.1% |
| 30D | -1.8% | -4.7% | +2.9% | +1.4% |
| 3M | +21.6% | +2.1% | +19.4% | +19.5% |
| 6M | +22.5% | +13.9% | +8.6% | +11.3% |
| YTD | +28.1% | +18.2% | +9.9% | +13.2% |
| 1Y | +37.0% | +21.8% | +15.2% | +18.1% |
| 3Y | +141.9% | +52.2% | +89.7% | +72.8% |
| 5Y | +158.5% | +40.1% | +118.4% | +90.2% |
| 10Y | +297.5% | +169.7% | +127.9% | +73.9% |
| All | +1,783.2% | +1,119.4% | +663.8% | +152.0% |
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