-13.3%
TSLA vs IJR
+24.2%
-37.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -4.8% |
| 7D | -4.7% | +2.3% | -7.0% | -7.1% |
| 30D | +1.7% | +2.8% | -1.1% | -1.5% |
| 3M | +17.7% | -4.6% | +22.3% | +24.2% |
| 6M | -1.9% | +5.7% | -7.5% | -6.3% |
| YTD | -14.3% | +19.9% | -34.3% | -26.8% |
| 1Y | -13.3% | +24.2% | -37.5% | -29.0% |
| All | -13.3% | +24.2% | -37.5% | -29.0% |
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 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