+3.7%
U vs IJR
+25.5%
-21.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.6% |
| 30D | +17.5% | -2.4% | +19.9% | +21.3% |
| 3M | +38.7% | +3.9% | +34.8% | +31.2% |
| 6M | +104.4% | +12.4% | +92.0% | +73.3% |
| YTD | -5.7% | +21.5% | -27.2% | -28.6% |
| 1Y | +3.7% | +24.0% | -20.3% | -23.7% |
| All | +3.7% | +25.5% | -21.8% | -23.7% |
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