-37.5%
U vs IJR
+118.6%
-156.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +3.8% |
| 7D | +4.5% | +0.9% | +3.5% | +2.9% |
| 30D | -0.6% | -3.1% | +2.6% | +4.3% |
| 3M | +48.4% | +4.4% | +44.0% | +38.7% |
| 6M | +115.4% | +16.1% | +99.2% | +69.9% |
| YTD | -3.2% | +20.6% | -23.8% | -27.6% |
| 1Y | -6.0% | +22.9% | -28.9% | -31.4% |
| 3Y | +13.5% | +55.2% | -41.8% | -40.5% |
| 5Y | -68.0% | +41.1% | -109.1% | -79.7% |
| All | -37.5% | +118.6% | -156.0% | -63.3% |
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