+10.7%
U vs IJR
+51.3%
-40.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +3.5% |
| 30D | -4.1% | -4.7% | +0.6% | +3.0% |
| 3M | +57.8% | +2.1% | +55.7% | +52.5% |
| 6M | +103.5% | +13.9% | +89.7% | +65.6% |
| YTD | -4.8% | +18.2% | -23.0% | -26.4% |
| 1Y | -2.4% | +21.8% | -24.2% | -27.7% |
| All | +10.7% | +51.3% | -40.6% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling