+22,994.0%
TSLA vs IJR
+542.5%
+22,451.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.1% |
| 7D | +3.0% | -1.1% | +4.1% | +4.2% |
| 30D | +11.2% | -3.6% | +14.8% | +15.6% |
| 3M | -7.3% | +2.3% | -9.6% | -9.1% |
| 6M | -7.7% | +14.3% | -22.1% | -19.6% |
| YTD | -18.2% | +19.3% | -37.5% | -32.0% |
| 1Y | +6.0% | +22.6% | -16.6% | -14.5% |
| 3Y | +48.0% | +53.5% | -5.5% | -1.9% |
| 5Y | +46.2% | +39.9% | +6.2% | +10.2% |
| 10Y | +2,737.0% | +172.1% | +2,565.0% | +976.3% |
| All | +22,994.0% | +542.5% | +22,451.5% | +3,804.6% |
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