-66.5%
U vs IJR
+39.9%
-106.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +3.5% |
| 7D | +5.5% | -2.2% | +7.7% | +9.7% |
| 30D | -1.3% | -4.6% | +3.3% | +7.4% |
| 3M | +64.6% | +0.2% | +64.4% | +63.7% |
| 6M | +119.4% | +14.7% | +104.6% | +68.8% |
| YTD | -0.5% | +18.9% | -19.3% | -27.9% |
| 1Y | +1.3% | +19.9% | -18.6% | -27.5% |
| 3Y | +15.6% | +53.0% | -37.4% | -48.8% |
| All | -66.5% | +39.9% | -106.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling