-35.7%
U vs IJR
+115.4%
-151.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +3.7% |
| 7D | +5.5% | -2.2% | +7.7% | +9.1% |
| 30D | -1.3% | -4.6% | +3.3% | +6.1% |
| 3M | +64.6% | +0.2% | +64.4% | +64.0% |
| 6M | +119.4% | +14.7% | +104.6% | +76.2% |
| YTD | -0.5% | +18.9% | -19.3% | -23.9% |
| 1Y | +1.3% | +19.9% | -18.6% | -23.2% |
| 3Y | +15.6% | +53.0% | -37.4% | -38.0% |
| 5Y | -67.5% | +40.9% | -108.3% | -79.0% |
| All | -35.7% | +115.4% | -151.1% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling